+80.4%
IBM vs WING
-19.7%
+100.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -5.0% | +9.0% | -14.0% | -5.9% |
| 30D | +11.1% | +39.9% | -28.8% | +6.8% |
| 3M | +5.7% | +40.4% | -34.7% | +1.2% |
| 6M | +10.1% | +12.9% | -2.8% | +7.8% |
| YTD | -15.6% | -31.1% | +15.5% | -12.6% |
| 1Y | -19.5% | -32.7% | +13.2% | -16.6% |
| 3Y | +80.4% | -19.8% | +100.2% | +62.3% |
| All | +80.4% | -19.7% | +100.1% | +62.3% |
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