-37.4%
SFM vs WING
-33.3%
-4.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.8% |
| 7D | -0.4% | -3.9% | +3.5% | -0.3% |
| 30D | -19.2% | +26.6% | -45.9% | -19.6% |
| 3M | -40.3% | +42.5% | -82.8% | -40.9% |
| 6M | -40.9% | +29.4% | -70.3% | -40.6% |
| YTD | -35.5% | -32.8% | -2.7% | -34.1% |
| 1Y | -37.4% | -33.5% | -4.0% | -36.1% |
| All | -37.4% | -33.3% | -4.1% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling