+0.1%
SO vs WING
-63.4%
+63.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.7% |
| 7D | 0.0% | -2.3% | +2.3% | -0.1% |
| 30D | -2.5% | -5.6% | +3.1% | -2.7% |
| 3M | -4.2% | -22.9% | +18.7% | -4.9% |
| 6M | -7.7% | -50.4% | +42.8% | -11.2% |
| YTD | +3.8% | -53.3% | +57.1% | -0.5% |
| 1Y | +0.1% | -61.2% | +61.3% | -5.1% |
| All | +0.1% | -63.4% | +63.5% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling