-11.3%
WING vs ABCL
-81.3%
+69.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -3.9% | +0.7% | -4.6% | -4.0% |
| 30D | -11.6% | +93.1% | -104.7% | -19.9% |
| 3M | -24.2% | +79.4% | -103.6% | -31.2% |
| 6M | -54.1% | +214.9% | -268.9% | -61.8% |
| YTD | -53.9% | +234.2% | -288.1% | -62.3% |
| 1Y | -64.4% | +174.8% | -239.1% | -70.4% |
| 3Y | -30.2% | +104.5% | -134.7% | -42.7% |
| 5Y | -34.1% | -39.0% | +4.9% | -39.6% |
| All | -11.3% | -81.3% | +69.9% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling