+3.0%
SM vs WING
+675.9%
-672.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.2% |
| 7D | -19.5% | +5.0% | -24.5% | -20.4% |
| 30D | -20.2% | +38.7% | -58.9% | -25.2% |
| 3M | -6.5% | +44.7% | -51.2% | -13.9% |
| 6M | +1.6% | +31.5% | -29.9% | -6.1% |
| YTD | +61.2% | -28.4% | +89.7% | +65.4% |
| 1Y | +65.4% | -28.2% | +93.5% | +68.8% |
| 3Y | -13.0% | -18.4% | +5.4% | -21.7% |
| 5Y | -4.3% | +5.2% | -9.5% | -24.6% |
| 10Y | +3.0% | +699.8% | -696.8% | -70.6% |
| All | +3.0% | +675.9% | -672.8% | -70.6% |
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 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