+33.6%
SPG vs WING
-30.2%
+63.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | +2.7% | -0.5% | +3.3% | +2.7% |
| 30D | +16.6% | +32.3% | -15.8% | +14.1% |
| 3M | +8.1% | +50.2% | -42.1% | +4.5% |
| 6M | +19.3% | +31.7% | -12.3% | +16.7% |
| YTD | +31.1% | -29.6% | +60.7% | +33.4% |
| All | +33.6% | -30.2% | +63.8% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling