+47.3%
BDX vs WING
-33.3%
+80.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | -2.5% | +5.4% | +3.0% |
| 30D | +15.4% | +29.5% | -14.1% | +14.1% |
| 3M | +20.5% | +40.2% | -19.6% | +18.7% |
| 6M | +53.2% | +32.7% | +20.5% | +52.1% |
| YTD | +45.7% | -32.8% | +78.5% | +45.4% |
| 1Y | +47.3% | -31.7% | +79.0% | +46.3% |
| All | +47.3% | -33.3% | +80.6% | +46.3% |
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