+201.2%
SAN vs WING
+405.9%
-204.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +1.8% | -3.9% | +5.6% | +2.3% |
| 30D | +2.0% | -11.6% | +13.6% | +3.5% |
| 3M | +19.7% | -24.2% | +43.9% | +23.9% |
| 6M | +30.6% | -54.1% | +84.7% | +44.7% |
| YTD | +28.8% | -53.9% | +82.8% | +41.9% |
| 1Y | +57.8% | -64.4% | +122.1% | +79.5% |
| 3Y | +338.1% | -30.2% | +368.3% | +322.1% |
| 5Y | +384.2% | -34.1% | +418.3% | +351.9% |
| 10Y | +353.1% | +342.1% | +11.0% | +145.5% |
| All | +201.2% | +405.9% | -204.6% | +52.1% |
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