+221.0%
SYK vs WING
+412.0%
-191.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -12.3% | +0.2% | -12.5% | -12.4% |
| 30D | -22.4% | -0.5% | -22.0% | -22.5% |
| 3M | -12.3% | -23.9% | +11.5% | -9.0% |
| 6M | -24.3% | -48.9% | +24.6% | -16.7% |
| YTD | -22.8% | -53.3% | +30.6% | -14.6% |
| 1Y | -28.8% | -60.3% | +31.5% | -19.5% |
| 3Y | -4.0% | -30.1% | +26.1% | -6.9% |
| 5Y | +3.8% | -36.2% | +40.0% | -2.1% |
| 10Y | +172.8% | +375.3% | -202.5% | +79.9% |
| All | +221.0% | +412.0% | -191.0% | +105.1% |
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