+654.1%
WING vs ACM
+109.8%
+544.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +9.0% | +5.4% | +3.7% | +6.8% |
| 30D | +39.9% | +15.1% | +24.8% | +32.1% |
| 3M | +40.4% | -10.5% | +50.9% | +46.4% |
| 6M | +12.9% | -19.7% | +32.6% | +22.3% |
| YTD | -31.1% | -28.8% | -2.2% | -21.3% |
| 1Y | -32.7% | -47.9% | +15.2% | -13.0% |
| 3Y | -19.8% | -12.4% | -7.4% | -17.5% |
| 5Y | +4.0% | +0.6% | +3.4% | +1.2% |
| 10Y | +684.4% | +161.3% | +523.2% | +398.8% |
| All | +654.1% | +109.8% | +544.3% | +367.4% |
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 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