+372.3%
SE vs WING
+542.4%
-170.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.1% |
| 7D | 0.0% | +5.0% | -4.9% | -1.6% |
| 30D | -19.4% | +38.7% | -58.1% | -28.0% |
| 3M | -33.1% | +44.7% | -77.8% | -42.0% |
| 6M | -11.4% | +31.5% | -42.9% | -22.1% |
| YTD | -39.8% | -28.4% | -11.4% | -36.5% |
| 1Y | -50.5% | -28.2% | -22.3% | -48.2% |
| 3Y | +68.9% | -18.4% | +87.3% | +47.6% |
| 5Y | -77.1% | +5.2% | -82.3% | -83.7% |
| All | +372.3% | +542.4% | -170.1% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling