+433.7%
WST vs WING
+677.6%
-244.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.1% |
| 7D | -3.1% | +9.0% | -12.2% | -4.5% |
| 30D | +9.1% | +39.9% | -30.8% | +3.2% |
| 3M | +14.7% | +40.4% | -25.7% | +7.7% |
| 6M | +28.0% | +12.9% | +15.1% | +23.6% |
| YTD | +45.6% | -31.1% | +76.7% | +50.6% |
| 1Y | +45.7% | -32.7% | +78.4% | +51.0% |
| 3Y | +21.1% | -19.8% | +40.9% | +13.0% |
| 5Y | +0.3% | +4.0% | -3.6% | -16.2% |
| All | +433.7% | +677.6% | -244.0% | +229.0% |
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