+201.2%
ABT vs WING
+379.2%
-177.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -5.8% | -0.5% | -5.3% | -5.9% |
| 3M | +16.7% | -23.9% | +40.6% | +19.7% |
| 6M | -5.2% | -48.9% | +43.6% | +1.2% |
| YTD | -16.0% | -53.3% | +37.4% | -9.9% |
| 1Y | -18.3% | -60.3% | +42.1% | -11.0% |
| 3Y | +9.2% | -30.1% | +39.3% | +4.6% |
| 5Y | -11.6% | -36.2% | +24.6% | -17.5% |
| All | +201.2% | +379.2% | -177.9% | +115.8% |
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