+458.6%
WST vs WING
+620.3%
-161.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +4.2% | -2.5% | +6.7% | +4.6% |
| 30D | +11.2% | +29.5% | -18.3% | +6.5% |
| 3M | +20.4% | +40.2% | -19.8% | +13.0% |
| 6M | +37.9% | +32.7% | +5.2% | +29.7% |
| YTD | +51.8% | -32.8% | +84.6% | +57.5% |
| 1Y | +56.6% | -31.7% | +88.3% | +61.7% |
| 3Y | +24.2% | -24.7% | +48.9% | +17.3% |
| 5Y | +0.7% | -0.5% | +1.1% | -15.4% |
| All | +458.6% | +620.3% | -161.6% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling