+2.9%
SPGI vs WING
-23.2%
+26.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.4% | +3.0% |
| 7D | +7.2% | +21.0% | -13.8% | +5.2% |
| 30D | +23.2% | +56.9% | -33.7% | +17.8% |
| 3M | +17.0% | +38.4% | -21.3% | +13.0% |
| 6M | +20.4% | +12.0% | +8.4% | +18.8% |
| YTD | -1.9% | -29.2% | +27.3% | +4.3% |
| 1Y | +2.9% | -28.8% | +31.7% | +9.3% |
| All | +2.9% | -23.2% | +26.1% | +9.3% |
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