+322.1%
SHW vs WING
+672.3%
-350.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +11.1% | +32.3% | -21.2% | +5.6% |
| 3M | -2.2% | +50.2% | -52.3% | -9.6% |
| 6M | +14.3% | +31.7% | -17.3% | +7.3% |
| YTD | +10.6% | -29.6% | +40.2% | +14.4% |
| 1Y | +4.1% | -29.7% | +33.8% | +7.5% |
| 3Y | +42.9% | -19.8% | +62.6% | +35.5% |
| 5Y | +14.2% | +3.1% | +11.1% | -2.0% |
| 10Y | +346.7% | +682.9% | -336.2% | +162.0% |
| All | +322.1% | +672.3% | -350.2% | +146.8% |
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