-9.4%
ABT vs WING
-33.6%
+24.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -4.7% | -2.3% | -2.5% | -4.6% |
| 30D | -3.1% | -5.6% | +2.5% | -2.8% |
| 3M | +16.1% | -22.9% | +39.1% | +18.2% |
| 6M | -5.3% | -50.4% | +45.1% | -0.4% |
| YTD | -14.4% | -53.3% | +38.9% | -10.0% |
| 1Y | -18.4% | -61.2% | +42.8% | -12.9% |
| 3Y | +11.2% | -30.1% | +41.3% | +4.5% |
| 5Y | -9.4% | -35.0% | +25.6% | -19.0% |
| All | -9.4% | -33.6% | +24.2% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling