+11.5%
ABT vs WING
-31.3%
+42.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -2.1% | -6.0% | +3.9% | -2.0% |
| 3M | +17.4% | -23.5% | +40.9% | +18.3% |
| 6M | -2.4% | -52.0% | +49.6% | -0.3% |
| YTD | -14.2% | -53.8% | +39.6% | -12.5% |
| 1Y | -18.3% | -63.8% | +45.5% | -16.2% |
| 3Y | +11.5% | -30.8% | +42.3% | +3.5% |
| All | +11.5% | -31.3% | +42.8% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling