+141.5%
WING vs ALC
+31.8%
+109.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.5% |
| 7D | +9.0% | +4.9% | +4.2% | +6.6% |
| 30D | +39.9% | +19.0% | +21.0% | +28.9% |
| 3M | +40.4% | +7.8% | +32.7% | +35.3% |
| 6M | +12.9% | +14.6% | -1.7% | +5.3% |
| YTD | -31.1% | -4.4% | -26.6% | -30.2% |
| 1Y | -32.7% | +1.4% | -34.1% | -33.7% |
| 3Y | -19.8% | +2.5% | -22.3% | -24.5% |
| 5Y | +4.0% | -10.9% | +14.9% | +2.9% |
| All | +141.5% | +31.8% | +109.6% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling