-69.4%
SMR vs WING
-63.4%
-6.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.4% |
| 7D | +13.1% | -2.3% | +15.4% | +13.4% |
| 30D | +17.8% | -5.6% | +23.4% | +18.3% |
| 3M | +8.1% | -22.9% | +31.0% | +11.6% |
| 6M | -11.1% | -50.4% | +39.3% | -1.6% |
| YTD | -23.7% | -53.3% | +29.6% | -13.4% |
| 1Y | -69.4% | -61.2% | -8.2% | -64.8% |
| All | -69.4% | -63.4% | -6.0% | -64.8% |
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