+284.7%
BN vs WING
+656.3%
-371.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -5.7% | +40.4% | -46.2% | -12.5% |
| 6M | -10.6% | +12.9% | -23.5% | -14.3% |
| YTD | -9.4% | -31.1% | +21.7% | -5.3% |
| 1Y | -8.8% | -32.7% | +23.9% | -4.4% |
| 3Y | +95.6% | -19.8% | +115.4% | +87.2% |
| 5Y | +30.2% | +4.0% | +26.2% | +12.4% |
| 10Y | +277.0% | +684.4% | -407.4% | +112.5% |
| All | +284.7% | +656.3% | -371.6% | +109.3% |
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 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