+192.9%
SO vs WING
+620.6%
-427.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.3% |
| 7D | -0.9% | -3.9% | +3.0% | -0.8% |
| 30D | +4.9% | +26.6% | -21.7% | +3.7% |
| 3M | +0.8% | +42.5% | -41.7% | -1.1% |
| 6M | +0.6% | +29.4% | -28.8% | -1.1% |
| YTD | +8.7% | -32.8% | +41.4% | +9.7% |
| 1Y | +4.0% | -33.5% | +37.4% | +5.0% |
| 3Y | +50.6% | -23.4% | +74.0% | +46.2% |
| 5Y | +77.5% | -0.4% | +77.9% | +65.4% |
| All | +192.9% | +620.6% | -427.7% | +144.7% |
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