-33.9%
BAX vs WING
+742.9%
-776.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.0% | +1.7% |
| 7D | +9.0% | +8.6% | +0.5% | +8.3% |
| 30D | +8.5% | +44.8% | -36.3% | +4.9% |
| 3M | -4.1% | +51.9% | -56.0% | -7.9% |
| 6M | +46.9% | +37.2% | +9.7% | +42.1% |
| YTD | +38.4% | -25.3% | +63.7% | +40.5% |
| 1Y | +47.0% | -25.1% | +72.1% | +49.1% |
| 3Y | -14.9% | -12.9% | -2.0% | -16.6% |
| 5Y | -62.5% | +12.0% | -74.5% | -64.4% |
| 10Y | -33.9% | +716.5% | -750.4% | -49.1% |
| All | -33.9% | +742.9% | -776.8% | -49.1% |
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