+24.7%
Z vs WING
+348.9%
-324.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -3.0% | -3.9% | +0.9% | -1.6% |
| 30D | -4.2% | -11.6% | +7.4% | -0.2% |
| 3M | -3.7% | -24.2% | +20.5% | +4.8% |
| 6M | -24.5% | -54.1% | +29.6% | -1.9% |
| YTD | -49.3% | -53.9% | +4.6% | -35.2% |
| 1Y | -58.7% | -64.4% | +5.7% | -42.6% |
| 3Y | -34.1% | -30.2% | -3.9% | -39.0% |
| 5Y | -64.5% | -34.1% | -30.4% | -68.5% |
| 10Y | -0.5% | +342.1% | -342.6% | -54.9% |
| All | +24.7% | +348.9% | -324.2% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling