+295.5%
SPGI vs WING
+341.7%
-46.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -2.5% | -0.1% | -2.3% | -2.5% |
| 30D | +5.4% | -6.0% | +11.4% | +6.3% |
| 3M | +9.0% | -23.5% | +32.5% | +13.8% |
| 6M | +0.8% | -52.0% | +52.8% | +14.2% |
| YTD | -12.6% | -53.8% | +41.2% | -1.0% |
| 1Y | -16.1% | -63.8% | +47.7% | -1.1% |
| 3Y | +19.0% | -30.8% | +49.8% | +13.6% |
| 5Y | +5.1% | -34.3% | +39.3% | -3.6% |
| 10Y | +295.5% | +352.4% | -56.9% | +154.4% |
| All | +295.5% | +341.7% | -46.3% | +154.4% |
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