+133.6%
SPG vs WING
-23.4%
+157.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +2.0% | -2.5% | +4.5% | +2.2% |
| 30D | +17.2% | +29.5% | -12.3% | +14.4% |
| 3M | +6.3% | +40.2% | -33.8% | +2.7% |
| 6M | +18.7% | +32.7% | -14.0% | +14.9% |
| YTD | +30.1% | -32.8% | +62.9% | +33.3% |
| 1Y | +32.8% | -31.7% | +64.5% | +35.6% |
| 3Y | +133.6% | -24.7% | +158.3% | +124.6% |
| All | +133.6% | -23.4% | +157.0% | +124.6% |
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