+112.3%
SPG vs WING
-29.7%
+142.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.4% | -3.9% | +1.5% | -2.0% |
| 30D | -6.8% | -11.6% | +4.7% | -5.9% |
| 3M | +2.7% | -24.2% | +26.9% | +5.1% |
| 6M | +5.5% | -54.1% | +59.5% | +13.2% |
| YTD | +15.7% | -53.9% | +69.6% | +23.4% |
| 1Y | +20.9% | -64.4% | +85.2% | +32.0% |
| All | +112.3% | -29.7% | +142.0% | +90.8% |
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