-16.9%
SM vs WING
-19.7%
+2.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | -25.9% | +9.0% | -35.0% | -25.9% |
| 30D | -15.1% | +39.9% | -55.1% | -15.1% |
| 3M | +4.9% | +40.4% | -35.6% | +4.8% |
| 6M | +6.1% | +12.9% | -6.7% | +6.3% |
| YTD | +63.4% | -31.1% | +94.5% | +66.6% |
| 1Y | +72.5% | -32.7% | +105.2% | +75.8% |
| 3Y | -16.9% | -19.8% | +2.9% | -20.5% |
| All | -16.9% | -19.7% | +2.8% | -20.5% |
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 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