-17.5%
BAX vs WING
+405.9%
-423.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.1% | -3.9% | +2.7% | -0.8% |
| 30D | -5.5% | -11.6% | +6.1% | -4.5% |
| 3M | +33.5% | -24.2% | +57.7% | +36.5% |
| 6M | +35.9% | -54.1% | +89.9% | +44.6% |
| YTD | +35.4% | -53.9% | +89.3% | +43.8% |
| 1Y | +9.8% | -64.4% | +74.1% | +18.6% |
| 3Y | -32.7% | -30.2% | -2.5% | -32.5% |
| 5Y | -65.6% | -34.1% | -31.4% | -65.8% |
| 10Y | -34.9% | +342.1% | -377.1% | -48.2% |
| All | -17.5% | +405.9% | -423.4% | -37.8% |
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