+99.4%
WMT vs WING
-29.7%
+129.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -0.2% | -2.3% | +2.0% | -0.1% |
| 30D | -5.8% | -5.6% | -0.2% | -5.6% |
| 3M | -10.8% | -22.9% | +12.1% | -10.0% |
| 6M | -14.3% | -50.4% | +36.1% | -11.7% |
| YTD | -4.4% | -53.3% | +48.9% | -1.5% |
| 1Y | +4.3% | -61.2% | +65.6% | +9.0% |
| All | +99.4% | -29.7% | +129.1% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling