+80.2%
SFM vs WING
+719.8%
-639.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | 0.0% |
| 7D | -10.2% | +8.6% | -18.8% | -11.1% |
| 30D | -23.9% | +44.8% | -68.6% | -27.4% |
| 3M | -42.3% | +51.9% | -94.2% | -45.5% |
| 6M | -40.1% | +37.2% | -77.4% | -43.0% |
| YTD | -37.8% | -25.3% | -12.5% | -36.7% |
| 1Y | -37.1% | -25.1% | -12.0% | -36.2% |
| 3Y | +21.5% | -12.9% | +34.5% | +19.3% |
| 5Y | +103.8% | +12.0% | +91.8% | +87.8% |
| 10Y | +142.0% | +716.5% | -574.5% | +55.4% |
| All | +80.2% | +719.8% | -639.6% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling