+160.6%
IWM vs WING
+672.3%
-511.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +1.9% | +32.3% | -30.4% | -3.8% |
| 3M | -5.7% | +50.2% | -55.9% | -13.7% |
| 6M | -0.3% | +31.7% | -31.9% | -7.3% |
| YTD | +15.8% | -29.6% | +45.4% | +20.0% |
| 1Y | +17.1% | -29.7% | +46.8% | +21.0% |
| 3Y | +73.1% | -19.8% | +92.9% | +63.5% |
| 5Y | +25.9% | +3.1% | +22.8% | +6.6% |
| 10Y | +151.9% | +682.9% | -531.0% | +32.5% |
| All | +160.6% | +672.3% | -511.7% | +32.3% |
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