+498.0%
SIMO vs WING
+656.3%
-158.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.3% |
| 7D | -22.0% | +9.0% | -31.0% | -23.1% |
| 30D | -43.0% | +39.9% | -83.0% | -45.8% |
| 3M | -39.1% | +40.4% | -79.6% | -42.3% |
| 6M | -33.3% | +12.9% | -46.2% | -35.7% |
| YTD | +77.0% | -31.1% | +108.0% | +81.6% |
| 1Y | +73.0% | -32.7% | +105.7% | +77.9% |
| 3Y | +215.7% | -19.8% | +235.5% | +205.1% |
| 5Y | +155.6% | +4.0% | +151.7% | +129.7% |
| 10Y | +388.4% | +684.4% | -296.1% | +228.1% |
| All | +498.0% | +656.3% | -158.3% | +289.9% |
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 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