-41.8%
SIRI vs WING
-35.5%
-6.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +1.3% | -0.5% | +1.8% | +1.2% |
| 3M | +5.6% | -23.9% | +29.5% | +7.6% |
| 6M | +35.2% | -48.9% | +84.0% | +41.7% |
| YTD | +49.1% | -53.3% | +102.4% | +56.5% |
| 1Y | +26.8% | -60.3% | +87.1% | +34.8% |
| 3Y | -23.7% | -30.1% | +6.4% | -27.2% |
| 5Y | -41.8% | -36.2% | -5.6% | -49.2% |
| All | -41.8% | -35.5% | -6.3% | -49.2% |
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