+74.7%
IBM vs WING
-28.1%
+102.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.3% | -3.9% | +3.6% | +0.1% |
| 30D | +0.3% | -11.6% | +11.9% | +1.5% |
| 3M | -21.6% | -24.2% | +2.6% | -19.3% |
| 6M | -4.7% | -54.1% | +49.4% | +3.7% |
| YTD | -19.1% | -53.9% | +34.8% | -12.1% |
| 1Y | -2.5% | -64.4% | +61.9% | +8.8% |
| All | +74.7% | -28.1% | +102.8% | +71.8% |
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