+356.1%
BAC vs WING
+405.9%
-49.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.1% | -3.9% | +4.9% | +1.6% |
| 30D | -0.4% | -11.6% | +11.2% | +1.1% |
| 3M | +16.9% | -24.2% | +41.1% | +20.7% |
| 6M | +26.6% | -54.1% | +80.7% | +40.0% |
| YTD | +15.8% | -53.9% | +69.7% | +27.3% |
| 1Y | +27.2% | -64.4% | +91.5% | +44.4% |
| 3Y | +132.4% | -30.2% | +162.6% | +124.3% |
| 5Y | +72.6% | -34.1% | +106.7% | +61.4% |
| 10Y | +389.7% | +342.1% | +47.6% | +190.2% |
| All | +356.1% | +405.9% | -49.8% | +152.7% |
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 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