+222.9%
SAP vs WING
+742.9%
-520.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +0.2% |
| 7D | +1.6% | +8.6% | -6.9% | +0.1% |
| 30D | +10.5% | +44.8% | -34.2% | +3.1% |
| 3M | +15.2% | +51.9% | -36.8% | +5.7% |
| 6M | +36.7% | +37.2% | -0.5% | +26.8% |
| YTD | -0.6% | -25.3% | +24.7% | +2.0% |
| 1Y | -4.1% | -25.1% | +21.0% | -2.0% |
| 3Y | +73.2% | -12.9% | +86.2% | +63.7% |
| 5Y | +74.1% | +12.0% | +62.1% | +48.8% |
| 10Y | +222.9% | +716.5% | -493.6% | +102.7% |
| All | +222.9% | +742.9% | -520.0% | +102.7% |
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