-33.9%
WING vs WSM
+35.8%
-69.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +1.4% |
| 7D | +14.0% | -0.5% | +14.5% | +14.1% |
| 30D | +47.7% | +7.1% | +40.6% | +41.5% |
| 3M | +34.2% | +4.5% | +29.7% | +30.3% |
| 6M | +13.6% | +44.4% | -30.8% | -10.4% |
| YTD | -30.0% | +46.8% | -76.8% | -46.2% |
| 1Y | -33.9% | +31.7% | -65.7% | -44.4% |
| All | -33.9% | +35.8% | -69.7% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling