+3,319.5%
SITM vs WING
+145.8%
+3,173.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +6.6% | -2.5% | +9.1% | +7.6% |
| 30D | -15.3% | +29.5% | -44.8% | -24.2% |
| 3M | -35.4% | +40.2% | -75.5% | -44.8% |
| 6M | -46.8% | +32.7% | -79.5% | -55.2% |
| YTD | +25.9% | -32.8% | +58.7% | +33.2% |
| 1Y | +54.0% | -31.7% | +85.7% | +60.5% |
| 3Y | +315.6% | -24.7% | +340.3% | +250.5% |
| 5Y | +74.4% | -0.5% | +74.9% | +18.9% |
| All | +3,319.5% | +145.8% | +3,173.7% | +1,257.6% |
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 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