+126.0%
SPG vs WING
+656.3%
-530.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +4.9% | +9.0% | -4.1% | +3.3% |
| 30D | +15.6% | +39.9% | -24.3% | +8.7% |
| 3M | +4.1% | +40.4% | -36.3% | -2.9% |
| 6M | +13.6% | +12.9% | +0.7% | +9.3% |
| YTD | +27.5% | -31.1% | +58.6% | +32.4% |
| 1Y | +32.2% | -32.7% | +64.9% | +37.5% |
| 3Y | +126.0% | -19.8% | +145.8% | +113.2% |
| 5Y | +74.7% | +4.0% | +70.8% | +47.7% |
| 10Y | +112.8% | +684.4% | -571.6% | +16.7% |
| All | +126.0% | +656.3% | -530.3% | +21.1% |
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