+130.5%
SFM vs WING
+620.6%
-490.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.1% |
| 7D | -0.4% | -3.9% | +3.5% | 0.0% |
| 30D | -19.2% | +26.6% | -45.9% | -21.6% |
| 3M | -40.3% | +42.5% | -82.8% | -43.1% |
| 6M | -40.9% | +29.4% | -70.3% | -43.2% |
| YTD | -35.5% | -32.8% | -2.7% | -33.7% |
| 1Y | -37.4% | -33.5% | -4.0% | -35.7% |
| 3Y | +25.5% | -23.4% | +48.9% | +25.4% |
| 5Y | +113.0% | -0.4% | +113.5% | +99.7% |
| All | +130.5% | +620.6% | -490.1% | +49.9% |
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