+22.4%
AGG vs WING
+407.0%
-384.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | -0.1% | +0.3% | +0.1% |
| 30D | -0.4% | -6.0% | +5.7% | -0.3% |
| 3M | -0.3% | -23.5% | +23.2% | +0.1% |
| 6M | -1.2% | -52.0% | +50.8% | -0.1% |
| YTD | -0.4% | -53.8% | +53.4% | +0.8% |
| 1Y | +0.4% | -63.8% | +64.2% | +1.9% |
| 3Y | +13.4% | -30.8% | +44.2% | +12.9% |
| 5Y | -1.4% | -34.3% | +32.9% | -2.5% |
| 10Y | +14.8% | +352.4% | -337.6% | +12.8% |
| All | +22.4% | +407.0% | -384.6% | +20.7% |
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