+214.5%
IWD vs WING
+656.3%
-441.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -0.5% | +9.0% | -9.5% | -1.6% |
| 30D | +2.7% | +39.9% | -37.3% | -1.8% |
| 3M | +0.9% | +40.4% | -39.5% | -4.0% |
| 6M | +10.5% | +12.9% | -2.3% | +7.5% |
| YTD | +23.7% | -31.1% | +54.8% | +27.1% |
| 1Y | +28.7% | -32.7% | +61.4% | +32.4% |
| 3Y | +79.7% | -19.8% | +99.5% | +72.3% |
| 5Y | +69.7% | +4.0% | +65.7% | +50.3% |
| 10Y | +211.4% | +684.4% | -473.0% | +91.1% |
| All | +214.5% | +656.3% | -441.9% | +88.8% |
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 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