+71.6%
SM vs WING
-23.2%
+94.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.7% | -19.0% | -14.9% |
| 7D | -21.5% | +21.0% | -42.5% | -19.9% |
| 30D | -11.4% | +56.9% | -68.3% | -7.3% |
| 3M | +0.6% | +38.4% | -37.7% | +4.5% |
| 6M | +0.2% | +12.0% | -11.7% | +2.7% |
| YTD | +69.7% | -29.2% | +98.9% | +73.0% |
| 1Y | +71.6% | -28.8% | +100.4% | +76.8% |
| All | +71.6% | -23.2% | +94.8% | +76.8% |
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