+68.4%
SAP vs WING
-23.4%
+91.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -2.5% | +3.1% | +0.9% |
| 30D | +6.5% | +29.5% | -23.0% | +2.8% |
| 3M | +12.2% | +40.2% | -27.9% | +6.7% |
| 6M | +46.1% | +32.7% | +13.4% | +39.0% |
| YTD | -1.6% | -32.8% | +31.2% | +2.8% |
| 1Y | -5.1% | -31.7% | +26.6% | -1.4% |
| 3Y | +68.4% | -24.7% | +93.1% | +59.2% |
| All | +68.4% | -23.4% | +91.8% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling