+291.9%
SFM vs WING
+341.7%
-49.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -11.4% | -6.0% | -5.3% | -10.8% |
| 3M | -12.2% | -23.5% | +11.3% | -9.7% |
| 6M | -5.2% | -52.0% | +46.8% | +2.6% |
| YTD | -4.5% | -53.8% | +49.3% | +3.2% |
| 1Y | -45.4% | -63.8% | +18.4% | -39.3% |
| 3Y | +91.1% | -30.8% | +121.9% | +94.6% |
| 5Y | +226.8% | -34.3% | +261.1% | +222.2% |
| 10Y | +291.9% | +352.4% | -60.5% | +172.9% |
| All | +291.9% | +341.7% | -49.8% | +172.9% |
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