+15.0%
SHW vs WING
-35.4%
+50.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.2% | -0.1% | -1.0% | -1.2% |
| 30D | -11.6% | -6.0% | -5.6% | -11.0% |
| 3M | +9.1% | -23.5% | +32.6% | +12.9% |
| 6M | -0.7% | -52.0% | +51.3% | +9.7% |
| YTD | +1.4% | -53.8% | +55.2% | +11.7% |
| 1Y | -12.3% | -63.8% | +51.5% | +0.1% |
| 3Y | +23.4% | -30.8% | +54.1% | +16.3% |
| 5Y | +15.0% | -34.3% | +49.3% | +0.1% |
| All | +15.0% | -35.4% | +50.5% | +0.1% |
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 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