-81.4%
SMR vs WING
-33.3%
-48.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.5% | -3.4% | -7.3% |
| 7D | +10.3% | -3.9% | +14.2% | +10.9% |
| 30D | -25.7% | +26.6% | -52.4% | -27.9% |
| 3M | -49.7% | +42.5% | -92.2% | -52.3% |
| 6M | -59.8% | +29.4% | -89.2% | -61.7% |
| YTD | -66.0% | -32.8% | -33.2% | -61.3% |
| 1Y | -81.4% | -33.5% | -48.0% | -78.8% |
| All | -81.4% | -33.3% | -48.1% | -78.8% |
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