+635.2%
WING vs WSM
+727.1%
-91.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -2.5% | 0.0% | -2.5% | -2.4% |
| 30D | +29.5% | +5.1% | +24.4% | +27.5% |
| 3M | +40.2% | +5.1% | +35.1% | +38.0% |
| 6M | +32.7% | +48.6% | -15.9% | +16.3% |
| YTD | -32.8% | +44.2% | -77.0% | -40.4% |
| 1Y | -31.7% | +38.1% | -69.8% | -38.6% |
| 3Y | -24.7% | +257.2% | -281.9% | -54.0% |
| 5Y | -0.5% | +165.1% | -165.6% | -35.9% |
| 10Y | +647.5% | +1,123.6% | -476.1% | +157.6% |
| All | +635.2% | +727.1% | -91.9% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling