+75.6%
ITOT vs WING
-25.6%
+101.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.1% | +0.3% |
| 7D | -0.9% | +7.2% | -8.1% | -1.6% |
| 30D | -1.5% | +4.8% | -6.2% | -2.0% |
| 3M | +3.6% | -23.7% | +27.2% | +5.8% |
| 6M | +13.7% | -43.6% | +57.3% | +19.5% |
| YTD | +12.9% | -50.6% | +63.5% | +19.7% |
| 1Y | +17.2% | -57.0% | +74.2% | +25.9% |
| 3Y | +75.6% | -28.3% | +103.9% | +61.0% |
| All | +75.6% | -25.6% | +101.2% | +61.0% |
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