-37.1%
BAX vs WING
+341.7%
-378.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -9.7% | -6.0% | -3.7% | -9.3% |
| 3M | +29.3% | -23.5% | +52.7% | +32.0% |
| 6M | +40.7% | -52.0% | +92.6% | +49.0% |
| YTD | +30.3% | -53.8% | +84.1% | +38.3% |
| 1Y | +3.4% | -63.8% | +67.2% | +11.5% |
| 3Y | -32.0% | -30.8% | -1.2% | -31.7% |
| 5Y | -66.9% | -34.3% | -32.6% | -67.1% |
| 10Y | -37.1% | +352.4% | -389.5% | -48.1% |
| All | -37.1% | +341.7% | -378.8% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling