+589.4%
SE vs WING
+313.7%
+275.7%
-90.5%
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% | -0.6% |
| 7D | -6.1% | -3.9% | -2.2% | -4.9% |
| 30D | -2.5% | -11.6% | +9.1% | +0.8% |
| 3M | +21.7% | -24.2% | +45.9% | +30.8% |
| 6M | +27.0% | -54.1% | +81.1% | +60.3% |
| YTD | -12.1% | -53.9% | +41.8% | +8.4% |
| 1Y | -40.9% | -64.4% | +23.4% | -21.0% |
| 3Y | +191.0% | -30.2% | +221.2% | +161.1% |
| 5Y | -68.3% | -34.1% | -34.2% | -73.4% |
| All | +589.4% | +313.7% | +275.7% | +314.3% |
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