+88.1%
ALB vs WING
+672.3%
-584.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -2.6% | +32.3% | -34.9% | -8.6% |
| 3M | -25.6% | +50.2% | -75.7% | -32.4% |
| 6M | -54.0% | +31.7% | -85.7% | -57.5% |
| YTD | -31.6% | -29.6% | -2.0% | -29.1% |
| 1Y | -6.6% | -29.7% | +23.2% | -3.3% |
| 3Y | -14.0% | -19.8% | +5.8% | -19.1% |
| 5Y | -62.5% | +3.1% | -65.6% | -68.6% |
| 10Y | +36.3% | +682.9% | -646.6% | -29.9% |
| All | +88.1% | +672.3% | -584.2% | -6.9% |
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