-31.2%
WING vs WSM
+175.3%
-206.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.7% |
| 3M | -23.7% | +3.8% | -27.5% | -24.8% |
| 6M | -43.6% | +22.7% | -66.2% | -47.6% |
| YTD | -50.6% | +28.0% | -78.6% | -54.7% |
| 1Y | -57.0% | +12.7% | -69.8% | -59.0% |
| 3Y | -28.3% | +231.3% | -259.5% | -58.9% |
| All | -31.2% | +175.3% | -206.5% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling