+12.5%
SM vs WING
+341.7%
-329.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -0.2% | -0.1% | 0.0% | -0.1% |
| 30D | +31.5% | -6.0% | +37.6% | +32.5% |
| 3M | +17.3% | -23.5% | +40.8% | +21.8% |
| 6M | +48.5% | -52.0% | +100.5% | +67.5% |
| YTD | +106.3% | -53.8% | +160.1% | +131.6% |
| 1Y | +47.3% | -63.8% | +111.1% | +73.1% |
| 3Y | -1.4% | -30.8% | +29.3% | -10.8% |
| 5Y | +114.0% | -34.3% | +148.3% | +86.0% |
| 10Y | +12.5% | +352.4% | -339.9% | -57.5% |
| All | +12.5% | +341.7% | -329.2% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling