+143.7%
IBM vs WING
+656.3%
-512.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -5.0% | +9.0% | -14.0% | -6.0% |
| 30D | +11.1% | +39.9% | -28.8% | +6.7% |
| 3M | +5.7% | +40.4% | -34.7% | +1.0% |
| 6M | +10.1% | +12.9% | -2.8% | +7.5% |
| YTD | -15.6% | -31.1% | +15.5% | -13.2% |
| 1Y | -19.5% | -32.7% | +13.2% | -17.2% |
| 3Y | +80.4% | -19.8% | +100.2% | +77.0% |
| 5Y | +140.0% | +4.0% | +136.0% | +122.6% |
| 10Y | +155.0% | +684.4% | -529.5% | +71.3% |
| All | +143.7% | +656.3% | -512.7% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling