+168.1%
IWM vs WING
+340.7%
-172.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.1% | -3.9% | +3.9% | +0.8% |
| 30D | -1.3% | -11.6% | +10.3% | +0.7% |
| 3M | +1.6% | -24.2% | +25.8% | +6.3% |
| 6M | +13.6% | -54.1% | +67.6% | +30.2% |
| YTD | +20.8% | -53.9% | +74.7% | +36.9% |
| 1Y | +26.4% | -64.4% | +90.8% | +50.2% |
| 3Y | +60.7% | -30.2% | +90.9% | +53.8% |
| 5Y | +38.2% | -34.1% | +72.3% | +27.1% |
| All | +168.1% | +340.7% | -172.7% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling