+316.7%
ITOT vs WING
+412.2%
-95.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | -1.6% | -5.6% | +4.1% | -1.0% |
| 3M | +3.5% | -22.9% | +26.5% | +7.1% |
| 6M | +13.1% | -50.4% | +63.6% | +25.0% |
| YTD | +12.7% | -53.3% | +66.0% | +24.7% |
| 1Y | +18.3% | -61.2% | +79.5% | +34.3% |
| 3Y | +76.4% | -30.1% | +106.4% | +70.9% |
| 5Y | +73.8% | -35.0% | +108.8% | +62.9% |
| 10Y | +301.2% | +375.5% | -74.3% | +159.6% |
| All | +316.7% | +412.2% | -95.5% | +159.6% |
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 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