-15.9%
WING vs BOXX
+18.5%
-34.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +5.9% | +5.6% |
| 7D | +7.2% | +0.1% | +7.2% | +6.8% |
| 30D | +4.8% | +0.3% | +4.5% | +2.1% |
| 3M | -23.7% | +1.0% | -24.7% | -29.7% |
| 6M | -43.6% | +1.9% | -45.5% | -50.6% |
| YTD | -50.6% | +2.7% | -53.3% | -58.2% |
| 1Y | -57.0% | +4.0% | -61.1% | -65.3% |
| 3Y | -28.3% | +14.7% | -42.9% | -39.4% |
| All | -15.9% | +18.5% | -34.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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