+443.8%
LLY vs WING
+4.1%
+439.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 3M | +13.8% | +40.4% | -26.7% | +9.4% |
| 6M | +37.6% | +12.9% | +24.7% | +34.7% |
| YTD | +26.6% | -31.1% | +57.7% | +29.5% |
| 1Y | +45.3% | -32.7% | +78.1% | +48.9% |
| 3Y | +132.2% | -19.8% | +152.0% | +131.4% |
| All | +443.8% | +4.1% | +439.8% | +420.5% |
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