+13.3%
IWM vs WING
-31.1%
+44.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -2.0% | +9.0% | -11.1% | -2.6% |
| 30D | -1.5% | +39.9% | -41.4% | -3.7% |
| 3M | -8.0% | +40.4% | -48.4% | -10.3% |
| 6M | -4.1% | +12.9% | -17.0% | -5.0% |
| YTD | +11.9% | -31.1% | +43.0% | +15.0% |
| All | +13.3% | -31.1% | +44.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling