+381.6%
SAN vs WING
-34.0%
+415.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +1.8% | -3.9% | +5.6% | +2.2% |
| 30D | +2.0% | -11.6% | +13.6% | +3.1% |
| 3M | +19.7% | -24.2% | +43.9% | +22.7% |
| 6M | +30.6% | -54.1% | +84.7% | +40.6% |
| YTD | +28.8% | -53.9% | +82.8% | +38.2% |
| 1Y | +57.8% | -64.4% | +122.1% | +73.0% |
| 3Y | +338.1% | -30.2% | +368.3% | +320.4% |
| All | +381.6% | -34.0% | +415.5% | +339.5% |
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