+59.8%
SO vs WING
-34.0%
+93.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -0.2% | -3.9% | +3.7% | -0.1% |
| 30D | -4.6% | -11.6% | +7.0% | -4.4% |
| 3M | -3.0% | -24.2% | +21.2% | -2.7% |
| 6M | -8.3% | -54.1% | +45.8% | -7.2% |
| YTD | +3.5% | -53.9% | +57.4% | +4.5% |
| 1Y | -0.9% | -64.4% | +63.4% | +0.8% |
| 3Y | +45.4% | -30.2% | +75.5% | +38.6% |
| All | +59.8% | -34.0% | +93.8% | +45.8% |
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