+481.4%
SIMO vs WING
+341.2%
+140.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.8% |
| 7D | +4.2% | -3.9% | +8.1% | +4.8% |
| 30D | +4.1% | -11.6% | +15.7% | +5.6% |
| 3M | -12.9% | -24.2% | +11.3% | -10.4% |
| 6M | +110.3% | -54.1% | +164.4% | +133.3% |
| YTD | +178.6% | -53.9% | +232.5% | +205.3% |
| 1Y | +220.0% | -64.4% | +284.3% | +265.3% |
| 3Y | +409.0% | -30.2% | +439.2% | +396.1% |
| 5Y | +277.3% | -34.1% | +311.4% | +260.7% |
| All | +481.4% | +341.2% | +140.3% | +284.3% |
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 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