+152.5%
BSX vs WING
+637.4%
-484.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +3.7% | -2.5% | +6.2% | +4.0% |
| 30D | +3.1% | +29.5% | -26.4% | -0.9% |
| 3M | -14.2% | +40.2% | -54.4% | -18.8% |
| 6M | -16.4% | +32.7% | -49.1% | -21.2% |
| YTD | -53.5% | -32.8% | -20.7% | -52.0% |
| 1Y | -57.8% | -31.7% | -26.0% | -56.6% |
| 3Y | -17.4% | -24.7% | +7.3% | -20.6% |
| 5Y | +5.4% | -0.5% | +5.9% | -7.8% |
| 10Y | +106.2% | +647.5% | -541.3% | +20.8% |
| All | +152.5% | +637.4% | -484.9% | +42.8% |
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