+151.7%
BSX vs WING
+637.7%
-486.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.4% |
| 7D | -1.0% | -3.9% | +2.9% | -0.5% |
| 30D | +2.1% | +26.6% | -24.6% | -1.6% |
| 3M | -14.0% | +42.5% | -56.5% | -18.9% |
| 6M | -18.3% | +29.4% | -47.7% | -22.6% |
| YTD | -53.6% | -32.8% | -20.9% | -52.1% |
| 1Y | -57.6% | -33.5% | -24.1% | -56.2% |
| 3Y | -14.3% | -23.4% | +9.1% | -17.8% |
| 5Y | +5.1% | -0.4% | +5.5% | -8.1% |
| 10Y | +105.6% | +647.8% | -542.2% | +20.4% |
| All | +151.7% | +637.7% | -486.0% | +42.4% |
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