-16.6%
BB vs WING
+405.9%
-422.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -5.6% | -3.9% | -1.8% | -4.8% |
| 30D | -11.8% | -11.6% | -0.2% | -9.7% |
| 3M | -25.5% | -24.2% | -1.3% | -21.2% |
| 6M | +121.3% | -54.1% | +175.3% | +163.4% |
| YTD | +103.2% | -53.9% | +157.1% | +138.3% |
| 1Y | +102.6% | -64.4% | +167.0% | +151.9% |
| 3Y | +37.5% | -30.2% | +67.7% | +30.6% |
| 5Y | -30.4% | -34.1% | +3.7% | -37.1% |
| 10Y | 0.0% | +342.1% | -342.1% | -41.4% |
| All | -16.6% | +405.9% | -422.4% | -55.1% |
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 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