+126.0%
SPG vs WING
-19.7%
+145.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +4.9% | +9.0% | -4.1% | +4.1% |
| 30D | +15.6% | +39.9% | -24.3% | +12.0% |
| 3M | +4.1% | +40.4% | -36.3% | +0.5% |
| 6M | +13.6% | +12.9% | +0.7% | +11.7% |
| YTD | +27.5% | -31.1% | +58.6% | +30.5% |
| 1Y | +32.2% | -32.7% | +64.9% | +35.4% |
| 3Y | +126.0% | -19.8% | +145.8% | +99.8% |
| All | +126.0% | -19.7% | +145.7% | +99.8% |
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