-43.9%
ALB vs WING
-34.0%
-9.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.2% |
| 7D | -8.1% | -3.9% | -4.2% | -7.3% |
| 30D | +6.3% | -11.6% | +17.8% | +8.7% |
| 3M | -23.6% | -24.2% | +0.6% | -19.8% |
| 6M | -24.6% | -54.1% | +29.5% | -12.7% |
| YTD | -10.3% | -53.9% | +43.6% | +2.5% |
| 1Y | +61.5% | -64.4% | +125.8% | +95.7% |
| 3Y | -34.0% | -30.2% | -3.8% | -40.0% |
| All | -43.9% | -34.0% | -9.9% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling