+259.6%
BAC vs WING
+656.3%
-396.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.2% | +9.0% | -10.2% | -2.4% |
| 30D | -7.7% | +39.9% | -47.6% | -12.2% |
| 3M | -21.2% | +40.4% | -61.6% | -25.4% |
| 6M | -6.8% | +12.9% | -19.7% | -9.8% |
| YTD | -8.7% | -31.1% | +22.4% | -5.7% |
| 1Y | -5.3% | -32.7% | +27.4% | -2.0% |
| 3Y | +87.4% | -19.8% | +107.3% | +78.7% |
| 5Y | +18.9% | +4.0% | +14.9% | +3.9% |
| 10Y | +273.3% | +684.4% | -411.1% | +101.4% |
| All | +259.6% | +656.3% | -396.7% | +87.2% |
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