+379.5%
SE vs WING
+570.4%
-191.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.4% | +0.2% |
| 7D | +3.3% | +8.6% | -5.3% | +0.5% |
| 30D | -18.2% | +44.8% | -62.9% | -27.9% |
| 3M | -31.3% | +51.9% | -83.2% | -41.3% |
| 6M | -10.1% | +37.2% | -47.3% | -22.0% |
| YTD | -38.9% | -25.3% | -13.6% | -36.4% |
| 1Y | -48.0% | -25.1% | -22.9% | -46.3% |
| 3Y | +78.8% | -12.9% | +91.7% | +52.7% |
| 5Y | -77.1% | +12.0% | -89.1% | -84.0% |
| All | +379.5% | +570.4% | -191.0% | +142.8% |
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