+71.5%
SITM vs WING
+0.4%
+71.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +6.6% | -2.5% | +9.1% | +7.4% |
| 30D | -15.3% | +29.5% | -44.8% | -22.6% |
| 3M | -35.4% | +40.2% | -75.5% | -43.1% |
| 6M | -46.8% | +32.7% | -79.5% | -53.8% |
| YTD | +25.9% | -32.8% | +58.7% | +33.6% |
| 1Y | +54.0% | -31.7% | +85.7% | +61.1% |
| 3Y | +315.6% | -24.7% | +340.3% | +245.1% |
| All | +71.5% | +0.4% | +71.1% | +48.6% |
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