-25.7%
SM vs WING
+656.3%
-682.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -25.9% | +9.0% | -35.0% | -27.5% |
| 30D | -15.1% | +39.9% | -55.1% | -21.3% |
| 3M | +4.9% | +40.4% | -35.6% | -4.0% |
| 6M | +6.1% | +12.9% | -6.7% | +0.3% |
| YTD | +63.4% | -31.1% | +94.5% | +69.3% |
| 1Y | +72.5% | -32.7% | +105.2% | +78.9% |
| 3Y | -16.9% | -19.8% | +2.9% | -25.9% |
| 5Y | -10.6% | +4.0% | -14.6% | -31.8% |
| 10Y | +11.3% | +684.4% | -673.1% | -69.0% |
| All | -25.7% | +656.3% | -682.1% | -79.6% |
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 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