-1.4%
BDX vs WING
-33.6%
+32.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -3.6% | -2.3% | -1.3% | -3.4% |
| 30D | +0.7% | -5.6% | +6.3% | +0.9% |
| 3M | +19.0% | -22.9% | +41.9% | +20.6% |
| 6M | +10.8% | -50.4% | +61.2% | +15.1% |
| YTD | +20.1% | -53.3% | +73.5% | +24.7% |
| 1Y | +23.1% | -61.2% | +84.3% | +28.9% |
| 3Y | -8.8% | -30.1% | +21.2% | -11.9% |
| 5Y | -1.4% | -35.0% | +33.6% | -11.2% |
| All | -1.4% | -33.6% | +32.2% | -11.2% |
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