+52.9%
SOXX vs WING
-50.0%
+102.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | -3.1% | -0.5% | -2.7% | -3.4% |
| 3M | -4.4% | -23.9% | +19.5% | -2.8% |
| 6M | +52.9% | -48.9% | +101.8% | +68.4% |
| All | +52.9% | -50.0% | +102.8% | +68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling