+248.6%
SO vs WING
+656.3%
-407.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -1.5% | +9.0% | -10.5% | -1.9% |
| 30D | +8.1% | +39.9% | -31.9% | +6.4% |
| 3M | +0.2% | +40.4% | -40.2% | -1.5% |
| 6M | +0.4% | +12.9% | -12.5% | -0.6% |
| YTD | +8.5% | -31.1% | +39.6% | +9.4% |
| 1Y | +4.9% | -32.7% | +37.6% | +5.9% |
| 3Y | +47.9% | -19.8% | +67.7% | +43.7% |
| 5Y | +75.7% | +4.0% | +71.7% | +64.4% |
| 10Y | +178.0% | +684.4% | -506.4% | +128.3% |
| All | +248.6% | +656.3% | -407.8% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling