-32.3%
WING vs WSM
+226.4%
-258.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -0.5% | -10.7% | +10.2% | +2.5% |
| 3M | -23.9% | +8.5% | -32.3% | -25.5% |
| 6M | -48.9% | +19.6% | -68.5% | -51.2% |
| YTD | -53.3% | +26.6% | -79.9% | -55.9% |
| 1Y | -60.3% | +12.0% | -72.3% | -61.6% |
| All | -32.3% | +226.4% | -258.7% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling