+37.7%
WING vs ABCL
-79.6%
+117.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +5.0% | +2.3% | +2.7% | +4.6% |
| 30D | +38.7% | -0.7% | +39.4% | +38.2% |
| 3M | +44.7% | +33.4% | +11.3% | +38.0% |
| 6M | +31.5% | +137.8% | -106.3% | +13.8% |
| YTD | -28.4% | +264.3% | -292.7% | -42.4% |
| 1Y | -28.2% | +209.2% | -237.4% | -41.0% |
| 3Y | -18.4% | +208.4% | -226.8% | -37.6% |
| 5Y | +5.2% | -11.9% | +17.1% | -6.7% |
| All | +37.7% | -79.6% | +117.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling