+654.1%
WING vs ALM
+595.4%
+58.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | +9.0% | -6.7% | +15.7% | +9.2% |
| 30D | +39.9% | -32.9% | +72.8% | +40.8% |
| 3M | +40.4% | -39.5% | +79.9% | +41.4% |
| 6M | +12.9% | -62.0% | +74.9% | +14.4% |
| YTD | -31.1% | -7.8% | -23.2% | -31.0% |
| 1Y | -32.7% | +26.7% | -59.4% | -32.9% |
| 3Y | -19.8% | +825.4% | -845.2% | -21.7% |
| 5Y | +4.0% | +401.2% | -397.3% | +1.6% |
| 10Y | +684.4% | +2,074.0% | -1,389.6% | +661.4% |
| All | +654.1% | +595.4% | +58.8% | +615.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling