+404.4%
WING vs WSM
+638.2%
-233.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.7% |
| 7D | -3.9% | -3.3% | -0.6% | -2.8% |
| 30D | -11.6% | -8.4% | -3.2% | -9.0% |
| 3M | -24.2% | +9.7% | -33.8% | -26.6% |
| 6M | -54.1% | +16.7% | -70.7% | -56.4% |
| YTD | -53.9% | +28.7% | -82.6% | -57.6% |
| 1Y | -64.4% | +13.7% | -78.0% | -66.0% |
| 3Y | -30.2% | +230.1% | -260.3% | -56.5% |
| 5Y | -34.1% | +179.0% | -213.1% | -58.4% |
| 10Y | +342.1% | +1,002.5% | -660.4% | +57.5% |
| All | +404.4% | +638.2% | -233.8% | +109.5% |
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