+334.3%
SPGI vs WING
+742.9%
-408.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | -0.9% |
| 7D | -0.9% | +8.6% | -9.4% | -2.4% |
| 30D | +15.5% | +44.8% | -29.2% | +7.4% |
| 3M | +15.7% | +51.9% | -36.3% | +5.8% |
| 6M | +19.1% | +37.2% | -18.2% | +10.2% |
| YTD | -4.1% | -25.3% | +21.2% | -1.4% |
| 1Y | +1.2% | -25.1% | +26.3% | +3.6% |
| 3Y | +31.6% | -12.9% | +44.5% | +21.3% |
| 5Y | +12.4% | +12.0% | +0.4% | -7.4% |
| 10Y | +334.3% | +716.5% | -382.2% | +150.2% |
| All | +334.3% | +742.9% | -408.6% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling