+404.4%
WING vs BUD
-16.2%
+420.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -3.9% | +0.3% | -4.1% | -3.9% |
| 30D | -11.6% | -5.7% | -5.9% | -10.0% |
| 3M | -24.2% | +3.1% | -27.3% | -24.9% |
| 6M | -54.1% | +7.9% | -61.9% | -55.1% |
| YTD | -53.9% | +27.3% | -81.2% | -57.2% |
| 1Y | -64.4% | +37.8% | -102.2% | -67.6% |
| 3Y | -30.2% | +49.8% | -80.0% | -39.3% |
| 5Y | -34.1% | +43.8% | -78.0% | -42.9% |
| 10Y | +342.1% | -22.6% | +364.8% | +316.9% |
| All | +404.4% | -16.2% | +420.5% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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