-31.4%
WING vs ALC
-13.4%
-18.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.2% |
| 7D | -3.9% | -2.1% | -1.8% | -3.1% |
| 30D | -11.6% | -0.1% | -11.5% | -11.4% |
| 3M | -24.2% | +5.9% | -30.1% | -25.7% |
| 6M | -54.1% | -15.9% | -38.1% | -51.2% |
| YTD | -53.9% | -10.1% | -43.8% | -52.1% |
| 1Y | -64.4% | -10.2% | -54.1% | -63.0% |
| All | -31.4% | -13.4% | -18.1% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling