+408.0%
SIMO vs WING
+742.9%
-334.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.4% | -2.7% | +4.5% |
| 7D | -8.5% | +8.6% | -17.0% | -9.5% |
| 30D | -34.8% | +44.8% | -79.6% | -38.4% |
| 3M | -32.8% | +51.9% | -84.8% | -37.2% |
| 6M | -32.0% | +37.2% | -69.3% | -36.5% |
| YTD | +87.0% | -25.3% | +112.3% | +90.1% |
| 1Y | +86.1% | -25.1% | +111.2% | +88.6% |
| 3Y | +226.4% | -12.9% | +239.3% | +210.2% |
| 5Y | +172.1% | +12.0% | +160.1% | +139.9% |
| 10Y | +408.0% | +716.5% | -308.5% | +211.0% |
| All | +408.0% | +742.9% | -334.9% | +211.0% |
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