+619.8%
WING vs ALM
+1,942.8%
-1,323.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -4.3% |
| 7D | -3.9% | -4.0% | +0.1% | -3.8% |
| 30D | +26.6% | -30.5% | +57.1% | +27.5% |
| 3M | +42.5% | -46.9% | +89.4% | +44.1% |
| 6M | +29.4% | -65.5% | +94.9% | +31.7% |
| YTD | -32.8% | -13.4% | -19.4% | -32.6% |
| 1Y | -33.5% | +9.8% | -43.2% | -33.6% |
| 3Y | -23.4% | +783.1% | -806.5% | -25.4% |
| 5Y | -0.4% | +378.3% | -378.7% | -2.9% |
| All | +619.8% | +1,942.8% | -1,323.0% | +628.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling