+60.7%
SGI vs WING
-35.6%
+96.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +8.5% | -3.9% | +12.4% | +9.6% |
| 30D | +0.7% | -11.6% | +12.3% | +3.7% |
| 3M | +0.6% | -24.2% | +24.8% | +7.2% |
| 6M | -17.9% | -54.1% | +36.1% | -0.9% |
| YTD | -21.2% | -53.9% | +32.7% | -6.3% |
| 1Y | -18.9% | -64.4% | +45.5% | +2.8% |
| 3Y | +52.6% | -30.2% | +82.8% | +36.3% |
| All | +60.7% | -35.6% | +96.3% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling