+88.9%
SMR vs WING
-31.3%
+120.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.2% | +15.0% | +15.2% |
| 7D | +21.4% | -0.1% | +21.5% | +21.4% |
| 30D | +13.8% | -6.0% | +19.9% | +14.8% |
| 3M | +3.9% | -23.5% | +27.4% | +9.1% |
| 6M | -4.2% | -52.0% | +47.8% | +12.2% |
| YTD | -21.1% | -53.8% | +32.7% | -6.9% |
| 1Y | -67.1% | -63.8% | -3.3% | -59.0% |
| 3Y | +88.9% | -30.8% | +119.6% | +254.4% |
| All | +88.9% | -31.3% | +120.1% | +254.4% |
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