+265.3%
SAN vs WING
+620.6%
-355.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.2% |
| 7D | +1.0% | -3.9% | +4.9% | +1.5% |
| 30D | -9.4% | +26.6% | -36.0% | -12.3% |
| 3M | -17.1% | +42.5% | -59.6% | -21.4% |
| 6M | +2.2% | +29.4% | -27.2% | -2.5% |
| YTD | +6.0% | -32.8% | +38.8% | +9.6% |
| 1Y | +12.7% | -33.5% | +46.2% | +16.6% |
| 3Y | +242.1% | -23.4% | +265.5% | +229.2% |
| 5Y | +293.6% | -0.4% | +294.0% | +248.2% |
| All | +265.3% | +620.6% | -355.3% | +96.6% |
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