+174.0%
SITM vs WING
-35.5%
+209.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.8% | +0.2% | +4.6% | +4.7% |
| 30D | -9.7% | -0.5% | -9.3% | -10.4% |
| 3M | -9.3% | -23.9% | +14.5% | -3.5% |
| 6M | +69.5% | -48.9% | +118.4% | +105.4% |
| YTD | +70.5% | -53.3% | +123.9% | +105.9% |
| 1Y | +145.3% | -60.3% | +205.6% | +211.4% |
| 3Y | +432.8% | -30.1% | +462.9% | +321.5% |
| 5Y | +174.0% | -36.2% | +210.2% | +158.5% |
| All | +174.0% | -35.5% | +209.6% | +158.5% |
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