+196.4%
SO vs WING
+618.8%
-422.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +1.4% | -2.7% | +4.1% | +1.5% |
| 30D | +4.7% | +29.3% | -24.5% | +3.4% |
| 3M | +1.7% | +39.9% | -38.2% | -0.1% |
| 6M | +2.2% | +32.4% | -30.3% | +0.4% |
| YTD | +10.0% | -32.9% | +42.9% | +11.1% |
| 1Y | +6.0% | -31.9% | +37.9% | +6.9% |
| 3Y | +54.1% | -24.9% | +79.0% | +49.8% |
| 5Y | +79.6% | -0.7% | +80.3% | +67.4% |
| All | +196.4% | +618.8% | -422.3% | +147.7% |
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