+404.4%
WING vs BWA
+50.3%
+354.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.7% |
| 7D | -3.9% | +5.7% | -9.5% | -5.2% |
| 30D | -11.6% | +1.4% | -13.0% | -12.1% |
| 3M | -24.2% | -12.1% | -12.1% | -21.9% |
| 6M | -54.1% | +28.6% | -82.6% | -57.6% |
| YTD | -53.9% | +51.1% | -105.0% | -60.1% |
| 1Y | -64.4% | +55.9% | -120.2% | -69.5% |
| 3Y | -30.2% | +70.1% | -100.3% | -43.3% |
| 5Y | -34.1% | +90.7% | -124.8% | -49.3% |
| 10Y | +342.1% | +154.0% | +188.2% | +179.5% |
| All | +404.4% | +50.3% | +354.1% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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