-29.5%
ALB vs WING
-28.1%
-1.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.3% |
| 7D | -8.1% | -3.9% | -4.2% | -7.6% |
| 30D | +6.3% | -11.6% | +17.8% | +7.6% |
| 3M | -23.6% | -24.2% | +0.6% | -21.4% |
| 6M | -24.6% | -54.1% | +29.5% | -17.3% |
| YTD | -10.3% | -53.9% | +43.6% | -2.5% |
| 1Y | +61.5% | -64.4% | +125.8% | +83.6% |
| All | -29.5% | -28.1% | -1.4% | -37.7% |
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 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