-33.5%
WING vs ACM
-46.1%
+12.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -3.9% | +5.1% | -9.0% | -5.6% |
| 30D | +26.6% | +18.7% | +8.0% | +19.6% |
| 3M | +42.5% | +15.5% | +27.0% | +35.6% |
| 6M | +29.4% | +1.2% | +28.2% | +27.2% |
| YTD | -32.8% | -25.2% | -7.5% | -23.1% |
| 1Y | -33.5% | -46.3% | +12.8% | -28.2% |
| All | -33.5% | -46.1% | +12.6% | -28.2% |
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