-9.5%
SM vs WING
+405.9%
-415.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +0.1% | -3.9% | +3.9% | +0.9% |
| 30D | +26.3% | -11.6% | +37.9% | +29.0% |
| 3M | +8.7% | -24.2% | +32.9% | +13.7% |
| 6M | +51.7% | -54.1% | +105.7% | +75.7% |
| YTD | +99.0% | -53.9% | +152.9% | +127.1% |
| 1Y | +34.6% | -64.4% | +98.9% | +62.0% |
| 3Y | -7.8% | -30.2% | +22.4% | -17.4% |
| 5Y | +104.8% | -34.1% | +138.9% | +74.9% |
| 10Y | +7.2% | +342.1% | -334.9% | -64.4% |
| All | -9.5% | +405.9% | -415.4% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling