-30.1%
BBWI vs WING
-63.8%
+33.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | +4.3% | -23.5% | +27.8% | +9.2% |
| 6M | -7.2% | -52.0% | +44.8% | +6.7% |
| YTD | -3.0% | -53.8% | +50.8% | +11.3% |
| All | -30.1% | -63.8% | +33.7% | -18.8% |
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 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