-1.8%
BROS vs WING
+4.8%
-6.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +8.4% | -1.8% | +3.1% |
| 7D | -17.9% | +8.6% | -26.5% | -20.6% |
| 30D | -5.4% | +44.8% | -50.1% | -19.3% |
| 3M | -32.1% | +51.9% | -84.0% | -43.9% |
| 6M | -31.7% | +37.2% | -68.9% | -41.6% |
| YTD | -41.2% | -25.3% | -15.9% | -36.8% |
| 1Y | -32.6% | -25.1% | -7.5% | -27.9% |
| 3Y | +32.7% | -12.9% | +45.6% | +17.7% |
| 5Y | -44.2% | +12.0% | -56.2% | -54.6% |
| All | -1.8% | +4.8% | -6.6% | -5.1% |
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