-53.9%
BBWI vs WING
+656.3%
-710.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.9% |
| 7D | -6.2% | +9.0% | -15.2% | -8.4% |
| 30D | +19.9% | +39.9% | -20.0% | +9.2% |
| 3M | +7.1% | +40.4% | -33.3% | -3.2% |
| 6M | +13.7% | +12.9% | +0.8% | +7.8% |
| YTD | +9.6% | -31.1% | +40.7% | +16.7% |
| 1Y | -1.6% | -32.7% | +31.1% | +5.0% |
| 3Y | -25.9% | -19.8% | -6.1% | -31.2% |
| 5Y | -67.8% | +4.0% | -71.8% | -74.3% |
| 10Y | -43.5% | +684.4% | -727.9% | -74.0% |
| All | -53.9% | +656.3% | -710.3% | -79.4% |
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 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