+149.9%
IBM vs WING
+742.9%
-593.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.9% | -0.5% |
| 7D | -2.5% | +8.6% | -11.1% | -3.4% |
| 30D | +8.4% | +44.8% | -36.4% | +3.7% |
| 3M | +4.5% | +51.9% | -47.5% | -1.0% |
| 6M | +7.9% | +37.2% | -29.3% | +3.1% |
| YTD | -15.2% | -25.3% | +10.1% | -13.7% |
| 1Y | -17.6% | -25.1% | +7.5% | -16.2% |
| 3Y | +82.1% | -12.9% | +95.0% | +77.1% |
| 5Y | +143.3% | +12.0% | +131.3% | +124.7% |
| 10Y | +149.9% | +716.5% | -566.6% | +85.6% |
| All | +149.9% | +742.9% | -593.0% | +85.6% |
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