-85.6%
SMR vs WING
-23.2%
-62.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -5.0% |
| 7D | -9.5% | +21.0% | -30.5% | -12.1% |
| 30D | -33.2% | +56.9% | -90.1% | -37.7% |
| 3M | -45.9% | +38.4% | -84.3% | -48.9% |
| 6M | -57.9% | +12.0% | -69.9% | -58.3% |
| YTD | -63.8% | -29.2% | -34.6% | -59.3% |
| 1Y | -85.6% | -28.8% | -56.8% | -84.5% |
| All | -85.6% | -23.2% | -62.4% | -84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling