-12.9%
ALB vs WING
-19.7%
+6.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +9.1% | +9.0% | 0.0% | +8.0% |
| 30D | -3.4% | +39.9% | -43.3% | -7.2% |
| 3M | -20.6% | +40.4% | -61.0% | -24.0% |
| 6M | -48.2% | +12.9% | -61.1% | -49.3% |
| YTD | -29.2% | -31.1% | +1.8% | -26.8% |
| 1Y | +10.0% | -32.7% | +42.7% | +14.1% |
| 3Y | -12.9% | -19.8% | +6.9% | -32.7% |
| All | -12.9% | -19.7% | +6.8% | -32.7% |
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