+186.8%
SO vs WING
+742.9%
-556.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.4% | -7.1% | +0.9% |
| 7D | -1.1% | +8.6% | -9.6% | -1.5% |
| 30D | +8.6% | +44.8% | -36.2% | +6.6% |
| 3M | +1.8% | +51.9% | -50.2% | -0.4% |
| 6M | +3.6% | +37.2% | -33.6% | +1.7% |
| YTD | +9.9% | -25.3% | +35.2% | +10.5% |
| 1Y | +5.7% | -25.1% | +30.8% | +6.1% |
| 3Y | +52.5% | -12.9% | +65.4% | +47.0% |
| 5Y | +77.3% | +12.0% | +65.3% | +64.2% |
| 10Y | +186.8% | +716.5% | -529.7% | +132.0% |
| All | +186.8% | +742.9% | -556.1% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling