-0.1%
SW vs WING
+17.4%
-17.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.3% | +3.6% |
| 7D | +12.1% | +21.0% | -8.9% | +9.6% |
| 30D | +6.6% | +56.9% | -50.3% | +0.8% |
| 3M | -6.0% | +38.4% | -44.4% | -10.1% |
| 6M | +21.5% | +12.0% | +9.5% | +19.0% |
| YTD | +20.3% | -29.2% | +49.6% | +23.6% |
| 1Y | +28.1% | -28.8% | +57.0% | +31.2% |
| 3Y | +51.6% | -17.8% | +69.4% | +44.7% |
| 5Y | -0.1% | +8.5% | -8.6% | -3.0% |
| All | -0.1% | +17.4% | -17.6% | -3.0% |
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