+132.2%
LLY vs WING
-19.7%
+151.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -4.5% | +9.0% | -13.5% | -5.4% |
| 30D | +13.9% | +39.9% | -26.0% | +9.7% |
| 3M | +13.8% | +40.4% | -26.7% | +9.1% |
| 6M | +37.6% | +12.9% | +24.7% | +34.6% |
| YTD | +26.6% | -31.1% | +57.7% | +30.1% |
| 1Y | +45.3% | -32.7% | +78.1% | +49.7% |
| 3Y | +132.2% | -19.8% | +152.0% | +133.9% |
| All | +132.2% | -19.7% | +151.9% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling