+404.4%
WING vs ACM
+108.2%
+296.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.9% | -3.7% | -0.1% | -2.3% |
| 30D | -11.6% | -11.1% | -0.5% | -7.5% |
| 3M | -24.2% | -8.0% | -16.2% | -22.2% |
| 6M | -54.1% | -29.7% | -24.4% | -47.3% |
| YTD | -53.9% | -29.4% | -24.5% | -47.1% |
| 1Y | -64.4% | -46.4% | -17.9% | -54.5% |
| 3Y | -30.2% | -22.3% | -7.9% | -24.5% |
| 5Y | -34.1% | +4.5% | -38.6% | -36.8% |
| 10Y | +342.1% | +127.6% | +214.5% | +195.0% |
| All | +404.4% | +108.2% | +296.2% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling