-12.5%
SPGI vs WING
-65.5%
+53.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +0.1% | -3.9% | +4.0% | +0.4% |
| 30D | +8.4% | -11.6% | +20.0% | +9.4% |
| 3M | +11.8% | -24.2% | +36.0% | +14.3% |
| 6M | +5.7% | -54.1% | +59.8% | +11.6% |
| YTD | -9.7% | -53.9% | +44.2% | -3.1% |
| 1Y | -12.5% | -64.4% | +51.9% | -8.7% |
| All | -12.5% | -65.5% | +53.1% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling