-49.3%
WING vs ADVB
-88.8%
+39.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.2% |
| 7D | -0.1% | -14.0% | +13.8% | -0.1% |
| 30D | -6.0% | +41.0% | -47.0% | -6.1% |
| 3M | -23.5% | +127.9% | -151.4% | -22.8% |
| 6M | -52.0% | +101.3% | -153.3% | -51.3% |
| YTD | -53.8% | +53.8% | -107.6% | -53.2% |
| 1Y | -63.8% | +4.4% | -68.2% | -63.6% |
| All | -49.3% | -88.8% | +39.5% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling