+38.3%
BN vs WING
-34.0%
+72.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.5% | -3.9% | +1.4% | -1.8% |
| 30D | -9.5% | -11.6% | +2.1% | -7.7% |
| 3M | -10.4% | -24.2% | +13.8% | -6.3% |
| 6M | -6.4% | -54.1% | +47.7% | +8.2% |
| YTD | -11.9% | -53.9% | +42.0% | +0.7% |
| 1Y | -8.6% | -64.4% | +55.7% | +10.0% |
| 3Y | +77.6% | -30.2% | +107.8% | +66.6% |
| All | +38.3% | -34.0% | +72.2% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling