+60.4%
WM vs WING
+9.2%
+51.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.4% | -8.2% | -0.3% |
| 7D | -0.5% | +8.6% | -9.0% | -0.9% |
| 30D | +13.3% | +44.8% | -31.5% | +10.9% |
| 3M | +4.4% | +51.9% | -47.6% | +1.7% |
| 6M | +10.8% | +37.2% | -26.4% | +8.3% |
| YTD | +9.1% | -25.3% | +34.4% | +10.1% |
| 1Y | +19.1% | -25.1% | +44.2% | +20.1% |
| 3Y | +45.7% | -12.9% | +58.6% | +41.7% |
| 5Y | +60.4% | +12.0% | +48.4% | +44.4% |
| All | +60.4% | +9.2% | +51.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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