+61.5%
WING vs ALC
+24.0%
+37.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | -3.9% | -2.1% | -1.8% | -2.9% |
| 30D | -11.6% | -0.1% | -11.5% | -11.5% |
| 3M | -24.2% | +5.9% | -30.1% | -26.3% |
| 6M | -54.1% | -15.9% | -38.1% | -50.4% |
| YTD | -53.9% | -10.1% | -43.8% | -51.9% |
| 1Y | -64.4% | -10.2% | -54.1% | -62.8% |
| 3Y | -30.2% | -13.6% | -16.6% | -28.0% |
| 5Y | -34.1% | -15.1% | -19.0% | -33.2% |
| All | +61.5% | +24.0% | +37.5% | +33.4% |
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