-57.9%
BBWI vs WING
+405.9%
-463.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | +1.5% | -3.9% | +5.4% | +2.5% |
| 30D | -5.2% | -11.6% | +6.4% | -2.4% |
| 3M | +11.1% | -24.2% | +35.3% | +18.4% |
| 6M | -13.4% | -54.1% | +40.7% | +4.9% |
| YTD | +0.1% | -53.9% | +54.0% | +19.6% |
| 1Y | -36.1% | -64.4% | +28.2% | -18.9% |
| 3Y | -44.1% | -30.2% | -13.9% | -46.6% |
| 5Y | -66.2% | -34.1% | -32.1% | -69.4% |
| 10Y | -54.8% | +342.1% | -396.9% | -76.0% |
| All | -57.9% | +405.9% | -463.8% | -78.8% |
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 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