+75.1%
SAP vs WING
-19.7%
+94.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -4.0% |
| 7D | -0.7% | +9.0% | -9.7% | -1.8% |
| 30D | +11.1% | +39.9% | -28.8% | +6.2% |
| 3M | +17.0% | +40.4% | -23.4% | +11.3% |
| 6M | +34.8% | +12.9% | +22.0% | +31.5% |
| YTD | -2.2% | -31.1% | +28.9% | +1.9% |
| 1Y | -6.4% | -32.7% | +26.3% | -2.4% |
| 3Y | +75.1% | -19.8% | +95.0% | +63.4% |
| All | +75.1% | -19.7% | +94.8% | +63.4% |
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