-54.5%
BBWI vs WING
+354.6%
-409.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | -6.2% | -6.0% | -0.2% | -4.9% |
| 3M | +4.3% | -23.5% | +27.8% | +11.2% |
| 6M | -7.2% | -52.0% | +44.8% | +11.9% |
| YTD | -3.0% | -53.8% | +50.8% | +16.6% |
| 1Y | -30.8% | -63.8% | +33.0% | -11.5% |
| 3Y | -43.4% | -30.8% | -12.6% | -46.5% |
| 5Y | -66.7% | -34.3% | -32.4% | -70.4% |
| All | -54.5% | +354.6% | -409.1% | -78.6% |
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