+334.8%
SAN vs WING
+341.7%
-6.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +3.3% | -0.1% | +3.5% | +3.3% |
| 30D | +1.1% | -6.0% | +7.1% | +1.7% |
| 3M | +22.2% | -23.5% | +45.7% | +25.9% |
| 6M | +36.0% | -52.0% | +88.0% | +48.4% |
| YTD | +28.2% | -53.8% | +82.0% | +40.0% |
| 1Y | +54.1% | -63.8% | +117.9% | +72.9% |
| 3Y | +354.2% | -30.8% | +385.0% | +339.8% |
| 5Y | +387.3% | -34.3% | +421.6% | +357.0% |
| 10Y | +334.8% | +352.4% | -17.6% | +159.4% |
| All | +334.8% | +341.7% | -6.9% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling