+20.0%
IWM vs WING
+4.1%
+16.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -2.0% | +9.0% | -11.1% | -3.5% |
| 30D | -1.5% | +39.9% | -41.4% | -7.0% |
| 3M | -8.0% | +40.4% | -48.4% | -13.8% |
| 6M | -4.1% | +12.9% | -17.0% | -7.4% |
| YTD | +11.9% | -31.1% | +43.0% | +16.5% |
| 1Y | +15.0% | -32.7% | +47.7% | +19.9% |
| 3Y | +64.2% | -19.8% | +84.0% | +52.3% |
| All | +20.0% | +4.1% | +16.0% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling