+126.7%
WFC vs WING
-35.4%
+162.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +0.8% | -6.0% | +6.8% | +1.3% |
| 3M | +9.3% | -23.5% | +32.7% | +11.6% |
| 6M | +10.6% | -52.0% | +62.6% | +18.3% |
| YTD | -4.1% | -53.8% | +49.7% | +2.7% |
| 1Y | +13.6% | -63.8% | +77.4% | +24.3% |
| 3Y | +130.7% | -30.8% | +161.5% | +121.3% |
| 5Y | +126.7% | -34.3% | +161.0% | +100.6% |
| All | +126.7% | -35.4% | +162.2% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling