+116.5%
SPG vs WING
+742.9%
-626.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.4% | -6.4% | +0.5% |
| 7D | +5.1% | +8.6% | -3.5% | +3.5% |
| 30D | +16.8% | +44.8% | -27.9% | +9.0% |
| 3M | +5.7% | +51.9% | -46.3% | -3.0% |
| 6M | +17.8% | +37.2% | -19.4% | +9.3% |
| YTD | +30.1% | -25.3% | +55.4% | +33.2% |
| 1Y | +32.8% | -25.1% | +57.9% | +35.5% |
| 3Y | +137.2% | -12.9% | +150.1% | +119.0% |
| 5Y | +81.5% | +12.0% | +69.5% | +49.2% |
| 10Y | +116.5% | +716.5% | -600.0% | +20.4% |
| All | +116.5% | +742.9% | -626.4% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling