+340.7%
SHW vs WING
+675.9%
-335.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | 0.0% |
| 7D | +4.2% | +5.0% | -0.7% | +3.3% |
| 30D | +11.3% | +38.7% | -27.4% | +4.6% |
| 3M | -1.8% | +44.7% | -46.5% | -9.0% |
| 6M | +12.7% | +31.5% | -18.8% | +5.5% |
| YTD | +10.4% | -28.4% | +38.9% | +14.2% |
| 1Y | +4.7% | -28.2% | +32.9% | +7.9% |
| 3Y | +42.7% | -18.4% | +61.1% | +33.8% |
| 5Y | +14.5% | +5.2% | +9.3% | -3.8% |
| 10Y | +340.7% | +699.8% | -359.1% | +128.1% |
| All | +340.7% | +675.9% | -335.1% | +128.1% |
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