-28.8%
WING vs ACM
-46.6%
+17.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.7% |
| 7D | +21.0% | +9.5% | +11.4% | +17.2% |
| 30D | +56.9% | +14.7% | +42.2% | +49.7% |
| 3M | +38.4% | -9.5% | +47.9% | +42.2% |
| 6M | +12.0% | -18.0% | +30.0% | +20.4% |
| YTD | -29.2% | -27.3% | -2.0% | -17.9% |
| 1Y | -28.8% | -47.0% | +18.2% | -18.4% |
| All | -28.8% | -46.6% | +17.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling