+372.0%
LLY vs WING
-34.0%
+406.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.1% | -3.9% | +1.7% | -1.8% |
| 30D | -1.6% | -11.6% | +10.0% | -0.6% |
| 3M | +2.3% | -24.2% | +26.5% | +4.6% |
| 6M | +14.9% | -54.1% | +69.0% | +23.1% |
| YTD | +7.5% | -53.9% | +61.4% | +14.5% |
| 1Y | +55.7% | -64.4% | +120.0% | +70.1% |
| 3Y | +110.6% | -30.2% | +140.8% | +114.8% |
| All | +372.0% | -34.0% | +406.0% | +352.1% |
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