+144.5%
IBM vs WING
+359.3%
-214.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.3% |
| 7D | +3.6% | -2.3% | +5.8% | +3.8% |
| 30D | +1.5% | -5.6% | +7.2% | +2.0% |
| 3M | -12.9% | -22.9% | +10.0% | -10.7% |
| 6M | -3.9% | -50.4% | +46.5% | +3.2% |
| YTD | -17.3% | -53.3% | +36.0% | -10.9% |
| 1Y | -5.0% | -61.2% | +56.2% | +4.1% |
| 3Y | +78.2% | -30.1% | +108.3% | +78.3% |
| 5Y | +120.6% | -35.0% | +155.6% | +117.6% |
| 10Y | +144.5% | +375.5% | -231.1% | +90.6% |
| All | +144.5% | +359.3% | -214.8% | +90.6% |
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