+597.0%
SE vs WING
+314.6%
+282.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.1% | -6.0% | +5.9% | +1.1% |
| 3M | +34.1% | -23.5% | +57.6% | +43.6% |
| 6M | +23.2% | -52.0% | +75.2% | +53.1% |
| YTD | -11.2% | -53.8% | +42.6% | +9.6% |
| 1Y | -40.5% | -63.8% | +23.3% | -20.9% |
| 3Y | +196.3% | -30.8% | +227.1% | +167.1% |
| 5Y | -67.0% | -34.3% | -32.8% | -72.4% |
| All | +597.0% | +314.6% | +282.4% | +318.5% |
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