+51.7%
SGI vs WING
+0.7%
+51.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.1% |
| 7D | +1.0% | +9.0% | -8.1% | -1.3% |
| 30D | +3.9% | +39.9% | -36.0% | -5.3% |
| 3M | -0.8% | +40.4% | -41.2% | -10.4% |
| 6M | -18.0% | +12.9% | -30.8% | -22.1% |
| YTD | -27.6% | -31.1% | +3.5% | -23.0% |
| 1Y | -27.2% | -32.7% | +5.5% | -22.4% |
| 3Y | +76.0% | -19.8% | +95.8% | +54.4% |
| All | +51.7% | +0.7% | +51.0% | +6.5% |
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