+47.0%
LLY vs WING
-25.3%
+72.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.4% | -4.1% | +3.7% |
| 7D | +0.1% | +8.6% | -8.5% | -0.5% |
| 30D | +19.7% | +44.8% | -25.0% | +17.1% |
| 3M | +19.3% | +51.9% | -32.7% | +16.2% |
| 6M | +49.3% | +37.2% | +12.1% | +46.4% |
| YTD | +32.0% | -25.3% | +57.3% | +32.8% |
| All | +47.0% | -25.3% | +72.3% | +46.9% |
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 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