-31.7%
WING vs ALM
+19.0%
-50.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.8% | -0.6% |
| 7D | -2.5% | +1.2% | -3.7% | -2.6% |
| 30D | +29.5% | -19.3% | +48.9% | +31.2% |
| 3M | +40.2% | -40.6% | +80.8% | +44.1% |
| 6M | +32.7% | -57.9% | +90.6% | +40.3% |
| YTD | -32.8% | -6.7% | -26.1% | -33.3% |
| 1Y | -31.7% | +20.2% | -51.9% | -32.3% |
| All | -31.7% | +19.0% | -50.7% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling