-19.8%
WING vs ABCL
+156.0%
-175.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.7% | -8.2% | -2.0% |
| 7D | +9.0% | -3.2% | +12.2% | +9.1% |
| 30D | +39.9% | -7.4% | +47.3% | +40.4% |
| 3M | +40.4% | +81.9% | -41.5% | +32.0% |
| 6M | +12.9% | +135.7% | -122.8% | +3.0% |
| YTD | -31.1% | +247.4% | -278.4% | -39.8% |
| 1Y | -32.7% | +162.3% | -195.0% | -40.1% |
| 3Y | -19.8% | +165.5% | -185.3% | -34.3% |
| All | -19.8% | +156.0% | -175.8% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling