-34.3%
WING vs ALC
-15.6%
-18.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.2% |
| 7D | -0.1% | -3.7% | +3.5% | +1.8% |
| 30D | -6.0% | -3.7% | -2.3% | -4.1% |
| 3M | -23.5% | +4.6% | -28.0% | -25.3% |
| 6M | -52.0% | -14.6% | -37.4% | -48.3% |
| YTD | -53.8% | -11.9% | -41.9% | -51.1% |
| 1Y | -63.8% | -13.1% | -50.7% | -61.4% |
| 3Y | -30.8% | -15.0% | -15.8% | -28.4% |
| 5Y | -34.3% | -16.2% | -18.1% | -35.7% |
| All | -34.3% | -15.6% | -18.6% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling