+176.6%
ABT vs WING
+405.9%
-229.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -3.7% | -3.9% | +0.2% | -3.3% |
| 30D | +2.5% | -11.6% | +14.1% | +3.7% |
| 3M | +20.2% | -24.2% | +44.4% | +23.4% |
| 6M | -2.9% | -54.1% | +51.1% | +5.1% |
| YTD | -11.9% | -53.9% | +42.0% | -5.3% |
| 1Y | -16.5% | -64.4% | +47.8% | -7.8% |
| 3Y | +12.1% | -30.2% | +42.3% | +7.7% |
| 5Y | -7.4% | -34.1% | +26.7% | -13.6% |
| 10Y | +210.7% | +342.1% | -131.5% | +116.4% |
| All | +176.6% | +405.9% | -229.2% | +86.0% |
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 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