+106.7%
BP vs WING
+405.9%
-299.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +3.9% | -3.9% | +7.8% | +4.3% |
| 30D | +7.6% | -11.6% | +19.2% | +8.7% |
| 3M | +0.7% | -24.2% | +24.9% | +2.9% |
| 6M | +15.5% | -54.1% | +69.6% | +23.8% |
| YTD | +30.8% | -53.9% | +84.7% | +39.4% |
| 1Y | +34.3% | -64.4% | +98.7% | +46.8% |
| 3Y | +35.1% | -30.2% | +65.3% | +28.8% |
| 5Y | +126.8% | -34.1% | +160.9% | +111.6% |
| 10Y | +123.4% | +342.1% | -218.8% | +28.8% |
| All | +106.7% | +405.9% | -299.1% | +11.1% |
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