-5.9%
SM vs WING
-28.1%
+22.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | +0.1% | -3.9% | +3.9% | +0.1% |
| 30D | +26.3% | -11.6% | +37.9% | +26.3% |
| 3M | +8.7% | -24.2% | +32.9% | +8.7% |
| 6M | +51.7% | -54.1% | +105.7% | +54.3% |
| YTD | +99.0% | -53.9% | +152.9% | +101.8% |
| 1Y | +34.6% | -64.4% | +98.9% | +38.6% |
| All | -5.9% | -28.1% | +22.2% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling