-28.8%
WING vs ALC
+4.2%
-33.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +0.5% |
| 7D | +21.0% | +10.7% | +10.3% | +15.4% |
| 30D | +56.9% | +20.2% | +36.7% | +44.3% |
| 3M | +38.4% | +8.9% | +29.5% | +33.1% |
| 6M | +12.0% | +5.7% | +6.3% | +8.3% |
| YTD | -29.2% | -1.4% | -27.8% | -26.8% |
| 1Y | -28.8% | +4.7% | -33.5% | -30.8% |
| All | -28.8% | +4.2% | -33.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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