+108.7%
SMR vs WING
-23.4%
+132.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.5% | -3.4% | -6.9% |
| 7D | +10.3% | -3.9% | +14.2% | +11.3% |
| 30D | -25.7% | +26.6% | -52.4% | -29.7% |
| 3M | -49.7% | +42.5% | -92.2% | -54.2% |
| 6M | -59.8% | +29.4% | -89.2% | -63.1% |
| YTD | -66.0% | -32.8% | -33.2% | -62.8% |
| 1Y | -81.4% | -33.5% | -48.0% | -79.8% |
| All | +108.7% | -23.4% | +132.0% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling