+83.2%
BN vs WING
-28.1%
+111.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.5% | -3.9% | +1.4% | -1.9% |
| 30D | -9.5% | -11.6% | +2.1% | -8.1% |
| 3M | -10.4% | -24.2% | +13.8% | -7.3% |
| 6M | -6.4% | -54.1% | +47.7% | +5.2% |
| YTD | -11.9% | -53.9% | +42.0% | -1.7% |
| 1Y | -8.6% | -64.4% | +55.7% | +6.3% |
| All | +83.2% | -28.1% | +111.3% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling