+1.1%
WING vs WSM
+163.9%
-162.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -2.5% | 0.0% | -2.5% | -2.4% |
| 30D | +29.5% | +5.1% | +24.4% | +27.3% |
| 3M | +40.2% | +5.1% | +35.1% | +37.8% |
| 6M | +32.7% | +48.6% | -15.9% | +14.8% |
| YTD | -32.8% | +44.2% | -77.0% | -41.0% |
| 1Y | -31.7% | +38.1% | -69.8% | -39.2% |
| 3Y | -24.7% | +257.2% | -281.9% | -58.7% |
| All | +1.1% | +163.9% | -162.8% | -42.2% |
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