+42.5%
BMY vs WING
+672.3%
-629.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +9.3% | +32.3% | -23.0% | +7.9% |
| 3M | -0.1% | +50.2% | -50.2% | -2.0% |
| 6M | +15.5% | +31.7% | -16.2% | +13.6% |
| YTD | +21.8% | -29.6% | +51.4% | +22.8% |
| 1Y | +34.9% | -29.7% | +64.6% | +35.9% |
| 3Y | +43.2% | -19.8% | +63.0% | +39.6% |
| 5Y | +30.7% | +3.1% | +27.7% | +22.9% |
| 10Y | +59.3% | +682.9% | -623.6% | +30.1% |
| All | +42.5% | +672.3% | -629.8% | +14.9% |
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