+71.4%
BAC vs WING
-34.0%
+105.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.1% | -3.9% | +4.9% | +1.5% |
| 30D | -0.4% | -11.6% | +11.2% | +0.7% |
| 3M | +16.9% | -24.2% | +41.1% | +19.8% |
| 6M | +26.6% | -54.1% | +80.7% | +36.9% |
| YTD | +15.8% | -53.9% | +69.7% | +24.7% |
| 1Y | +27.2% | -64.4% | +91.5% | +40.5% |
| 3Y | +132.4% | -30.2% | +162.6% | +121.6% |
| All | +71.4% | -34.0% | +105.4% | +52.5% |
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