+230.2%
ABT vs WING
+620.6%
-390.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.4% |
| 7D | -5.6% | -3.9% | -1.7% | -5.2% |
| 30D | +5.2% | +26.6% | -21.5% | +2.3% |
| 3M | -2.7% | +42.5% | -45.2% | -6.9% |
| 6M | +28.8% | +29.4% | -0.6% | +23.8% |
| YTD | -12.3% | -32.8% | +20.5% | -10.0% |
| 1Y | -14.7% | -33.5% | +18.8% | -12.4% |
| 3Y | +21.6% | -23.4% | +44.9% | +16.4% |
| 5Y | -7.8% | -0.4% | -7.3% | -18.6% |
| All | +230.2% | +620.6% | -390.4% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling