-30.8%
WING vs ALM
+2,327.9%
-2,358.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | -0.2% |
| 7D | -0.1% | +8.4% | -8.6% | -0.6% |
| 30D | -6.0% | +34.8% | -40.9% | -7.6% |
| 3M | -23.5% | +16.2% | -39.7% | -24.4% |
| 6M | -52.0% | +2.1% | -54.1% | -52.5% |
| YTD | -53.8% | +117.0% | -170.8% | -55.7% |
| 1Y | -63.8% | +313.9% | -377.7% | -66.3% |
| 3Y | -30.8% | +2,327.9% | -2,358.7% | -41.1% |
| All | -30.8% | +2,327.9% | -2,358.7% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling