+270.1%
SIMO vs WING
-34.0%
+304.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.8% |
| 7D | +4.2% | -3.9% | +8.1% | +4.6% |
| 30D | +4.1% | -11.6% | +15.7% | +5.1% |
| 3M | -12.9% | -24.2% | +11.3% | -11.2% |
| 6M | +110.3% | -54.1% | +164.4% | +127.9% |
| YTD | +178.6% | -53.9% | +232.5% | +198.9% |
| 1Y | +220.0% | -64.4% | +284.3% | +255.6% |
| 3Y | +409.0% | -30.2% | +439.2% | +403.7% |
| All | +270.1% | -34.0% | +304.1% | +294.9% |
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