+439.5%
SN vs WING
+0.5%
+439.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.0% |
| 7D | +7.2% | +9.0% | -1.9% | +5.4% |
| 30D | +20.4% | +39.9% | -19.5% | +12.8% |
| 3M | +23.9% | +40.4% | -16.5% | +15.2% |
| 6M | +93.0% | +12.9% | +80.2% | +86.5% |
| YTD | +99.2% | -31.1% | +130.3% | +108.9% |
| 1Y | +142.6% | -32.7% | +175.3% | +155.0% |
| 3Y | +398.8% | -19.8% | +418.6% | +326.7% |
| All | +439.5% | +0.5% | +439.0% | +334.3% |
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