+452.1%
BTSG vs WING
-60.5%
+512.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | +2.7% | -3.9% | +6.6% | +3.5% |
| 30D | -3.6% | -11.6% | +7.9% | -1.4% |
| 3M | +5.8% | -24.2% | +30.0% | +10.9% |
| 6M | +44.7% | -54.1% | +98.8% | +68.3% |
| YTD | +62.2% | -53.9% | +116.1% | +85.8% |
| 1Y | +152.1% | -64.4% | +216.4% | +206.8% |
| All | +452.1% | -60.5% | +512.6% | +597.3% |
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