-33.3%
BAX vs WING
+620.6%
-653.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.9% |
| 7D | +0.4% | -3.9% | +4.3% | +0.7% |
| 30D | +3.4% | +26.6% | -23.2% | +1.2% |
| 3M | -4.5% | +42.5% | -47.0% | -7.7% |
| 6M | +44.0% | +29.4% | +14.6% | +39.9% |
| YTD | +34.9% | -32.8% | +67.7% | +38.2% |
| 1Y | +37.9% | -33.5% | +71.4% | +41.3% |
| 3Y | -17.1% | -23.4% | +6.3% | -17.8% |
| 5Y | -64.3% | -0.4% | -63.8% | -65.8% |
| All | -33.3% | +620.6% | -653.9% | -49.6% |
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