+214.8%
SAP vs WING
+679.4%
-464.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.9% |
| 7D | -0.7% | +9.0% | -9.7% | -2.2% |
| 30D | +11.1% | +39.9% | -28.8% | +4.3% |
| 3M | +17.0% | +40.4% | -23.4% | +9.0% |
| 6M | +34.8% | +12.9% | +22.0% | +29.6% |
| YTD | -2.2% | -31.1% | +28.9% | +1.8% |
| 1Y | -6.4% | -32.7% | +26.3% | -2.4% |
| 3Y | +75.1% | -19.8% | +95.0% | +68.0% |
| 5Y | +69.8% | +4.0% | +65.9% | +47.1% |
| All | +214.8% | +679.4% | -464.6% | +102.5% |
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 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