+6.5%
SO vs WING
-25.3%
+31.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.4% | -7.1% | +1.4% |
| 7D | -1.1% | +8.6% | -9.6% | -1.0% |
| 30D | +8.6% | +44.8% | -36.2% | +9.4% |
| 3M | +1.8% | +51.9% | -50.2% | +2.6% |
| 6M | +3.6% | +37.2% | -33.6% | +4.8% |
| YTD | +9.9% | -25.3% | +35.2% | +6.0% |
| All | +6.5% | -25.3% | +31.8% | +2.1% |
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