+717.4%
WING vs ACM
+120.7%
+596.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.2% | +3.2% | +6.2% |
| 7D | +8.6% | +6.9% | +1.7% | +5.6% |
| 30D | +44.8% | +19.1% | +25.7% | +34.8% |
| 3M | +51.9% | -6.9% | +58.9% | +56.0% |
| 6M | +37.2% | -12.0% | +49.3% | +43.0% |
| YTD | -25.3% | -25.1% | -0.2% | -16.4% |
| 1Y | -25.1% | -45.4% | +20.3% | -5.0% |
| 3Y | -12.9% | -6.9% | -6.0% | -12.5% |
| 5Y | +12.0% | +3.7% | +8.3% | +7.5% |
| 10Y | +716.5% | +135.8% | +580.7% | +435.4% |
| All | +717.4% | +120.7% | +596.7% | +396.3% |
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