+404.4%
WING vs BG
+79.8%
+324.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -3.9% | +2.8% | -6.6% | -4.4% |
| 30D | -11.6% | +12.0% | -23.6% | -13.8% |
| 3M | -24.2% | -7.7% | -16.5% | -23.2% |
| 6M | -54.1% | +4.5% | -58.6% | -55.0% |
| YTD | -53.9% | +35.7% | -89.6% | -57.7% |
| 1Y | -64.4% | +50.1% | -114.4% | -68.2% |
| 3Y | -30.2% | +12.6% | -42.8% | -34.3% |
| 5Y | -34.1% | +75.4% | -109.5% | -46.2% |
| 10Y | +342.1% | +150.5% | +191.7% | +189.1% |
| All | +404.4% | +79.8% | +324.6% | +288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling