+49.8%
LLY vs WING
-61.7%
+111.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -7.4% | -0.5% | -7.0% | -7.4% |
| 3M | -1.0% | -23.9% | +22.8% | -0.2% |
| 6M | +12.5% | -48.9% | +61.4% | +14.9% |
| YTD | +5.0% | -53.3% | +58.3% | +7.9% |
| 1Y | +49.8% | -60.3% | +110.1% | +60.7% |
| All | +49.8% | -61.7% | +111.5% | +60.7% |
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