+61.9%
WM vs WING
+0.4%
+61.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.2% | -2.5% | +5.7% | +3.3% |
| 30D | +13.0% | +29.5% | -16.5% | +11.3% |
| 3M | +9.2% | +40.2% | -30.9% | +6.8% |
| 6M | +13.6% | +32.7% | -19.1% | +11.2% |
| YTD | +12.4% | -32.8% | +45.2% | +14.1% |
| 1Y | +21.2% | -31.7% | +52.9% | +22.8% |
| 3Y | +48.7% | -24.7% | +73.4% | +45.9% |
| All | +61.9% | +0.4% | +61.5% | +46.1% |
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