+311.8%
BAH vs WING
+656.3%
-344.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.3% |
| 7D | -3.5% | +9.0% | -12.6% | -4.4% |
| 30D | +24.3% | +39.9% | -15.7% | +19.8% |
| 3M | +16.3% | +40.4% | -24.1% | +11.8% |
| 6M | +13.6% | +12.9% | +0.7% | +11.0% |
| YTD | +3.5% | -31.1% | +34.6% | +6.1% |
| 1Y | +2.7% | -32.7% | +35.4% | +5.4% |
| 3Y | -26.6% | -19.8% | -6.8% | -28.7% |
| 5Y | +8.5% | +4.0% | +4.6% | -1.5% |
| 10Y | +225.1% | +684.4% | -459.3% | +109.5% |
| All | +311.8% | +656.3% | -344.5% | +160.0% |
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 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