+78.7%
SO vs WING
+0.4%
+78.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.4% | -2.5% | +3.9% | +1.4% |
| 30D | +4.7% | +29.5% | -24.8% | +4.2% |
| 3M | +1.7% | +40.2% | -38.5% | +1.0% |
| 6M | +2.2% | +32.7% | -30.6% | +1.5% |
| YTD | +10.0% | -32.8% | +42.8% | +10.2% |
| 1Y | +6.0% | -31.7% | +37.8% | +6.2% |
| 3Y | +54.1% | -24.7% | +78.8% | +49.0% |
| All | +78.7% | +0.4% | +78.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling