+44.4%
SITM vs WING
-23.2%
+67.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.7% | -13.1% | -8.8% |
| 7D | -19.5% | +21.0% | -40.5% | -17.2% |
| 30D | -43.2% | +56.9% | -100.1% | -39.5% |
| 3M | -30.8% | +38.4% | -69.2% | -27.5% |
| 6M | -28.6% | +12.0% | -40.6% | -25.7% |
| YTD | +14.2% | -29.2% | +43.4% | +11.9% |
| 1Y | +44.4% | -28.8% | +73.2% | +41.8% |
| All | +44.4% | -23.2% | +67.6% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling