+20.7%
SFM vs WING
-19.7%
+40.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.4% | -4.6% |
| 7D | -1.2% | +9.0% | -10.3% | -2.2% |
| 30D | -24.8% | +39.9% | -64.7% | -28.3% |
| 3M | -43.7% | +40.4% | -84.1% | -46.6% |
| 6M | -37.3% | +12.9% | -50.1% | -38.8% |
| YTD | -38.4% | -31.1% | -7.3% | -35.7% |
| 1Y | -36.9% | -32.7% | -4.2% | -34.0% |
| 3Y | +20.7% | -19.8% | +40.5% | +7.0% |
| All | +20.7% | -19.7% | +40.4% | +7.0% |
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