+0.7%
BBWI vs WING
-28.4%
+29.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.4% |
| 7D | -4.2% | +5.0% | -9.2% | -5.3% |
| 30D | +24.9% | +38.7% | -13.8% | +16.2% |
| 3M | +13.2% | +44.7% | -31.5% | +4.0% |
| 6M | +12.1% | +31.5% | -19.4% | +4.9% |
| YTD | +11.1% | -28.4% | +39.5% | +16.4% |
| 1Y | +0.7% | -28.2% | +28.9% | +4.4% |
| All | +0.7% | -28.4% | +29.1% | +4.4% |
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