+14.4%
SGOV vs WING
-25.6%
+39.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -5.9% | 0.0% |
| 7D | 0.0% | +7.2% | -7.2% | 0.0% |
| 30D | +0.3% | +4.8% | -4.5% | +0.3% |
| 3M | +0.9% | -23.7% | +24.6% | +0.9% |
| 6M | +1.8% | -43.6% | +45.4% | +1.9% |
| YTD | +2.5% | -50.6% | +53.1% | +2.5% |
| 1Y | +3.8% | -57.0% | +60.8% | +3.8% |
| 3Y | +14.4% | -28.3% | +42.6% | +14.5% |
| All | +14.4% | -25.6% | +39.9% | +14.5% |
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 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