+516.6%
WM vs WING
+667.7%
-151.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +4.5% | +14.0% | -9.5% | +3.4% |
| 30D | +16.1% | +47.7% | -31.6% | +12.3% |
| 3M | +8.0% | +34.2% | -26.2% | +5.0% |
| 6M | +8.4% | +13.6% | -5.1% | +6.5% |
| YTD | +11.2% | -30.0% | +41.3% | +13.1% |
| 1Y | +22.3% | -33.9% | +56.2% | +24.9% |
| 3Y | +50.2% | -18.7% | +68.9% | +46.2% |
| 5Y | +63.3% | +5.5% | +57.8% | +50.9% |
| 10Y | +355.0% | +696.2% | -341.2% | +226.5% |
| All | +516.6% | +667.7% | -151.1% | +334.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling