-3.6%
SMR vs WING
-20.4%
+16.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +4.4% | -3.9% | +8.3% | +5.1% |
| 30D | +3.4% | -11.6% | +15.0% | +5.2% |
| 3M | -19.2% | -24.2% | +5.0% | -15.8% |
| 6M | -22.6% | -54.1% | +31.4% | -12.1% |
| YTD | -31.5% | -53.9% | +22.4% | -22.4% |
| 1Y | -73.1% | -64.4% | -8.7% | -68.3% |
| 3Y | +55.0% | -30.2% | +85.2% | +71.0% |
| All | -3.6% | -20.4% | +16.8% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling