-52.1%
BIDU vs WING
+405.9%
-457.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.0% | +4.2% |
| 7D | +2.4% | -3.9% | +6.3% | +3.1% |
| 30D | -10.5% | -11.6% | +1.1% | -8.7% |
| 3M | -26.2% | -24.2% | -2.0% | -23.2% |
| 6M | -16.4% | -54.1% | +37.7% | -4.8% |
| YTD | -23.9% | -53.9% | +30.0% | -14.3% |
| 1Y | +1.3% | -64.4% | +65.6% | +19.2% |
| 3Y | -32.1% | -30.2% | -1.9% | -36.5% |
| 5Y | -39.0% | -34.1% | -4.9% | -45.9% |
| 10Y | -44.0% | +342.1% | -386.2% | -64.7% |
| All | -52.1% | +405.9% | -457.9% | -71.7% |
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