+110.4%
BP vs WING
+719.8%
-609.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.4% | -8.3% | -0.6% |
| 7D | -6.9% | +8.6% | -15.4% | -7.6% |
| 30D | -3.6% | +44.8% | -48.3% | -7.1% |
| 3M | +8.4% | +51.9% | -43.5% | +3.6% |
| 6M | +5.3% | +37.2% | -31.9% | +1.0% |
| YTD | +33.2% | -25.3% | +58.5% | +35.0% |
| 1Y | +28.2% | -25.1% | +53.3% | +29.7% |
| 3Y | +49.2% | -12.9% | +62.2% | +41.4% |
| 5Y | +102.9% | +12.0% | +90.9% | +79.0% |
| 10Y | +127.7% | +716.5% | -588.8% | +21.6% |
| All | +110.4% | +719.8% | -609.4% | +7.6% |
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