+153.1%
IWM vs WING
+677.6%
-524.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -2.0% | +9.0% | -11.1% | -3.7% |
| 30D | -1.5% | +39.9% | -41.4% | -7.9% |
| 3M | -8.0% | +40.4% | -48.4% | -14.7% |
| 6M | -4.1% | +12.9% | -17.0% | -8.1% |
| YTD | +11.9% | -31.1% | +43.0% | +16.6% |
| 1Y | +15.0% | -32.7% | +47.7% | +20.0% |
| 3Y | +64.2% | -19.8% | +84.0% | +54.5% |
| 5Y | +20.4% | +4.0% | +16.4% | +0.9% |
| All | +153.1% | +677.6% | -524.5% | +37.9% |
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