+547.4%
BTSG vs WING
-42.5%
+589.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.0% | -2.5% | +8.6% | +6.4% |
| 30D | +12.4% | +29.5% | -17.1% | +6.5% |
| 3M | +18.2% | +40.2% | -21.9% | +9.6% |
| 6M | +26.0% | +32.7% | -6.7% | +16.8% |
| YTD | +90.1% | -32.8% | +122.9% | +100.9% |
| 1Y | +124.3% | -31.7% | +156.0% | +135.2% |
| All | +547.4% | -42.5% | +589.8% | +653.9% |
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