+1,947.1%
LLY vs WING
+637.7%
+1,309.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.3% |
| 7D | +4.6% | -3.9% | +8.5% | +5.0% |
| 30D | +22.4% | +26.6% | -4.3% | +19.4% |
| 3M | +17.1% | +42.5% | -25.4% | +12.7% |
| 6M | +44.6% | +29.4% | +15.2% | +39.9% |
| YTD | +33.5% | -32.8% | +66.2% | +36.4% |
| 1Y | +41.1% | -33.5% | +74.6% | +44.3% |
| 3Y | +143.8% | -23.4% | +167.1% | +142.5% |
| 5Y | +473.4% | -0.4% | +473.8% | +445.5% |
| 10Y | +2,035.0% | +647.8% | +1,387.2% | +1,549.1% |
| All | +1,947.1% | +637.7% | +1,309.3% | +1,454.4% |
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