+105.0%
BDX vs WING
+405.9%
-300.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.5% |
| 7D | -2.5% | -3.9% | +1.3% | -2.2% |
| 30D | +8.3% | -11.6% | +19.8% | +9.1% |
| 3M | +24.4% | -24.2% | +48.6% | +26.7% |
| 6M | +9.2% | -54.1% | +63.2% | +15.2% |
| YTD | +22.7% | -53.9% | +76.6% | +28.9% |
| 1Y | +25.9% | -64.4% | +90.2% | +34.6% |
| 3Y | -10.5% | -30.2% | +19.7% | -12.4% |
| 5Y | +1.9% | -34.1% | +36.0% | -1.9% |
| 10Y | +58.7% | +342.1% | -283.5% | +22.7% |
| All | +105.0% | +405.9% | -300.8% | +53.3% |
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 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