+447.8%
SN vs WING
-2.0%
+449.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.8% |
| 7D | +1.5% | -2.5% | +4.0% | +2.0% |
| 30D | +21.5% | +29.5% | -8.0% | +15.5% |
| 3M | +20.0% | +40.2% | -20.1% | +11.6% |
| 6M | +119.9% | +32.7% | +87.2% | +105.7% |
| YTD | +102.3% | -32.8% | +135.1% | +113.1% |
| 1Y | +148.0% | -31.7% | +179.7% | +159.6% |
| 3Y | +450.0% | -24.7% | +474.7% | +381.5% |
| All | +447.8% | -2.0% | +449.8% | +343.0% |
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