+33.9%
BMY vs WING
-30.2%
+64.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.1% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +9.3% | +32.3% | -23.0% | +10.0% |
| 3M | -0.1% | +50.2% | -50.2% | +0.9% |
| 6M | +15.5% | +31.7% | -16.2% | +16.5% |
| YTD | +21.8% | -29.6% | +51.4% | +19.3% |
| All | +33.9% | -30.2% | +64.1% | +31.3% |
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