-36.2%
WING vs BG
+88.4%
-124.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +0.2% | +3.7% | -3.5% | -0.2% |
| 30D | -0.5% | +12.3% | -12.8% | -1.8% |
| 3M | -23.9% | -2.2% | -21.7% | -23.7% |
| 6M | -48.9% | +5.3% | -54.2% | -49.5% |
| YTD | -53.3% | +42.4% | -95.8% | -56.4% |
| 1Y | -60.3% | +55.2% | -115.5% | -63.4% |
| 3Y | -30.1% | +21.0% | -51.1% | -34.1% |
| 5Y | -36.2% | +87.1% | -123.3% | -44.2% |
| All | -36.2% | +88.4% | -124.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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