+37.9%
BAX vs WING
-33.3%
+71.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.6% |
| 7D | +0.4% | -3.9% | +4.3% | +0.9% |
| 30D | +3.4% | +26.6% | -23.2% | -0.1% |
| 3M | -4.5% | +42.5% | -47.0% | -9.5% |
| 6M | +44.0% | +29.4% | +14.6% | +38.1% |
| YTD | +34.9% | -32.8% | +67.7% | +46.3% |
| 1Y | +37.9% | -33.5% | +71.4% | +49.2% |
| All | +37.9% | -33.3% | +71.2% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling