-34.8%
WING vs ALM
+951.0%
-985.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -3.9% | -2.6% | -1.2% | -3.7% |
| 30D | -11.6% | +32.0% | -43.6% | -12.7% |
| 3M | -24.2% | -15.0% | -9.2% | -24.0% |
| 6M | -54.1% | -10.1% | -43.9% | -54.2% |
| YTD | -53.9% | +99.4% | -153.3% | -55.3% |
| 1Y | -64.4% | +316.4% | -380.7% | -66.4% |
| 3Y | -30.2% | +2,022.0% | -2,052.2% | -38.4% |
| All | -34.8% | +951.0% | -985.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling