+14.1%
AGG vs WING
+407.7%
-393.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.0% | -0.2% |
| 7D | -1.1% | +7.2% | -8.3% | -1.2% |
| 30D | -1.1% | +4.8% | -5.9% | -1.3% |
| 3M | -1.9% | -23.7% | +21.8% | -1.5% |
| 6M | -1.7% | -43.6% | +41.9% | -0.7% |
| YTD | -1.3% | -50.6% | +49.3% | -0.1% |
| 1Y | -0.7% | -57.0% | +56.3% | +0.6% |
| 3Y | +12.5% | -28.3% | +40.7% | +11.7% |
| 5Y | -2.5% | -32.4% | +29.9% | -3.8% |
| All | +14.1% | +407.7% | -393.5% | +10.1% |
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