+269.8%
SAN vs WING
+4.1%
+265.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.1% |
| 7D | +4.9% | +9.0% | -4.1% | +4.0% |
| 30D | -13.0% | +39.9% | -52.9% | -16.1% |
| 3M | -18.9% | +40.4% | -59.3% | -22.1% |
| 6M | -4.1% | +12.9% | -17.0% | -6.2% |
| YTD | +2.6% | -31.1% | +33.7% | +5.4% |
| 1Y | +16.9% | -32.7% | +49.6% | +20.3% |
| 3Y | +239.1% | -19.8% | +258.9% | +222.8% |
| All | +269.8% | +4.1% | +265.7% | +221.3% |
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