+398.2%
WING vs WSM
+1,071.8%
-673.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.1% | +4.8% | +5.6% |
| 7D | +7.2% | -0.5% | +7.8% | +7.4% |
| 30D | +4.8% | -7.7% | +12.5% | +7.6% |
| 3M | -23.7% | +3.8% | -27.5% | -24.7% |
| 6M | -43.6% | +22.7% | -66.2% | -47.4% |
| YTD | -50.6% | +28.0% | -78.6% | -54.5% |
| 1Y | -57.0% | +12.7% | -69.8% | -58.9% |
| 3Y | -28.3% | +231.3% | -259.5% | -55.7% |
| 5Y | -32.4% | +177.2% | -209.6% | -57.5% |
| All | +398.2% | +1,071.8% | -673.6% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling