+15.6%
SHW vs WING
+9.2%
+6.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.4% | -4.4% | +2.8% |
| 7D | +1.6% | +8.6% | -7.0% | +0.4% |
| 30D | +12.1% | +44.8% | -32.7% | +6.0% |
| 3M | -3.0% | +51.9% | -54.9% | -9.3% |
| 6M | +13.5% | +37.2% | -23.7% | +7.1% |
| YTD | +11.2% | -25.3% | +36.5% | +13.9% |
| 1Y | +6.2% | -25.1% | +31.3% | +8.5% |
| 3Y | +45.6% | -12.9% | +58.6% | +34.3% |
| 5Y | +15.6% | +12.0% | +3.6% | -8.3% |
| All | +15.6% | +9.2% | +6.4% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling