+304.8%
SGI vs WING
+620.3%
-315.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -5.3% | -2.5% | -2.8% | -4.5% |
| 30D | -2.1% | +29.5% | -31.6% | -10.9% |
| 3M | -8.2% | +40.2% | -48.3% | -19.7% |
| 6M | -4.6% | +32.7% | -37.3% | -16.3% |
| YTD | -31.5% | -32.8% | +1.3% | -25.5% |
| 1Y | -30.8% | -31.7% | +0.9% | -25.7% |
| 3Y | +67.2% | -24.7% | +91.9% | +50.5% |
| 5Y | +42.5% | -0.5% | +43.0% | +3.7% |
| All | +304.8% | +620.3% | -315.5% | +35.4% |
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