+105.0%
SPG vs WING
+405.9%
-300.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.4% | -3.9% | +1.5% | -1.7% |
| 30D | -6.8% | -11.6% | +4.7% | -5.1% |
| 3M | +2.7% | -24.2% | +26.9% | +7.0% |
| 6M | +5.5% | -54.1% | +59.5% | +19.5% |
| YTD | +15.7% | -53.9% | +69.6% | +29.7% |
| 1Y | +20.9% | -64.4% | +85.2% | +41.4% |
| 3Y | +112.4% | -30.2% | +142.6% | +103.7% |
| 5Y | +101.4% | -34.1% | +135.5% | +85.1% |
| 10Y | +60.6% | +342.1% | -281.5% | -2.7% |
| All | +105.0% | +405.9% | -300.8% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling