-27.7%
SM vs WING
+719.8%
-747.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.4% | -11.1% | -4.4% |
| 7D | -22.3% | +8.6% | -30.8% | -23.7% |
| 30D | -21.4% | +44.8% | -66.1% | -27.7% |
| 3M | +1.4% | +51.9% | -50.6% | -8.8% |
| 6M | +0.1% | +37.2% | -37.1% | -9.3% |
| YTD | +59.0% | -25.3% | +84.2% | +61.8% |
| 1Y | +64.3% | -25.1% | +89.4% | +66.4% |
| 3Y | -13.1% | -12.9% | -0.2% | -24.0% |
| 5Y | -13.9% | +12.0% | -25.9% | -35.2% |
| 10Y | +1.7% | +716.5% | -714.8% | -71.7% |
| All | -27.7% | +719.8% | -747.6% | -80.5% |
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 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