-65.7%
BBWI vs WING
-35.6%
-30.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | +1.5% | -3.9% | +5.4% | +2.3% |
| 30D | -5.2% | -11.6% | +6.4% | -2.8% |
| 3M | +11.1% | -24.2% | +35.3% | +17.2% |
| 6M | -13.4% | -54.1% | +40.7% | +1.6% |
| YTD | +0.1% | -53.9% | +54.0% | +16.2% |
| 1Y | -36.1% | -64.4% | +28.2% | -21.9% |
| 3Y | -44.1% | -30.2% | -13.9% | -47.7% |
| All | -65.7% | -35.6% | -30.1% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling