+324.7%
SHW vs WING
+719.8%
-395.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.4% | -4.4% | +2.5% |
| 7D | +1.6% | +8.6% | -7.0% | +0.2% |
| 30D | +12.1% | +44.8% | -32.7% | +4.9% |
| 3M | -3.0% | +51.9% | -54.9% | -10.5% |
| 6M | +13.5% | +37.2% | -23.7% | +5.8% |
| YTD | +11.2% | -25.3% | +36.5% | +14.0% |
| 1Y | +6.2% | -25.1% | +31.3% | +8.5% |
| 3Y | +45.6% | -12.9% | +58.6% | +36.1% |
| 5Y | +15.6% | +12.0% | +3.6% | -2.3% |
| 10Y | +356.5% | +716.5% | -360.0% | +165.3% |
| All | +324.7% | +719.8% | -395.1% | +145.8% |
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