+135.8%
BP vs WING
-35.4%
+171.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +0.9% | -0.1% | +1.1% | +0.9% |
| 30D | +9.1% | -6.0% | +15.2% | +9.2% |
| 3M | +3.9% | -23.5% | +27.4% | +4.3% |
| 6M | +13.6% | -52.0% | +65.6% | +15.3% |
| YTD | +34.0% | -53.8% | +87.8% | +36.1% |
| 1Y | +39.2% | -63.8% | +103.0% | +42.2% |
| 3Y | +36.4% | -30.8% | +67.2% | +33.5% |
| 5Y | +135.8% | -34.3% | +170.1% | +127.0% |
| All | +135.8% | -35.4% | +171.2% | +127.0% |
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 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