-16.3%
WBD vs WING
+470.0%
-486.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | -0.1% | -15.7% | +15.6% | +2.7% |
| 30D | -0.9% | -31.2% | +30.3% | +5.2% |
| 3M | -3.2% | -44.7% | +41.5% | +5.7% |
| 6M | +22.6% | -48.6% | +71.2% | +34.3% |
| YTD | -5.6% | -48.1% | +42.4% | +3.6% |
| 1Y | +194.7% | -56.5% | +251.2% | +227.8% |
| 3Y | +117.4% | -39.7% | +157.1% | +118.0% |
| 5Y | -23.9% | -1.3% | -22.7% | -34.1% |
| 10Y | -3.3% | +570.3% | -573.6% | -45.9% |
| All | -16.3% | +470.0% | -486.4% | -52.4% |
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