+30.3%
BN vs WING
+4.1%
+26.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +5.3% | +9.0% | -3.7% | +3.6% |
| 30D | +11.9% | +39.9% | -28.0% | +4.5% |
| 3M | -5.7% | +40.4% | -46.2% | -12.7% |
| 6M | -10.6% | +12.9% | -23.5% | -14.3% |
| YTD | -9.4% | -31.1% | +21.7% | -4.6% |
| 1Y | -8.8% | -32.7% | +23.9% | -3.7% |
| 3Y | +95.6% | -19.8% | +115.4% | +80.8% |
| All | +30.3% | +4.1% | +26.3% | +5.8% |
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