+1,548.5%
LLY vs WING
+405.9%
+1,142.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.8% |
| YTD | +7.5% | -53.9% | +61.4% | +14.3% |
| 1Y | +55.7% | -64.4% | +120.0% | +69.3% |
| 3Y | +110.6% | -30.2% | +140.8% | +112.2% |
| 5Y | +363.4% | -34.1% | +397.5% | +359.1% |
| 10Y | +1,649.0% | +342.1% | +1,306.8% | +1,324.7% |
| All | +1,548.5% | +405.9% | +1,142.6% | +1,201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling