+403.9%
SPGI vs WING
+405.9%
-2.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +0.1% | -3.9% | +4.0% | +0.8% |
| 30D | +8.4% | -11.6% | +20.0% | +10.5% |
| 3M | +11.8% | -24.2% | +36.0% | +16.9% |
| 6M | +5.7% | -54.1% | +59.8% | +20.6% |
| YTD | -9.7% | -53.9% | +44.2% | +2.2% |
| 1Y | -12.5% | -64.4% | +51.9% | +3.4% |
| 3Y | +21.8% | -30.2% | +52.0% | +16.7% |
| 5Y | +8.2% | -34.1% | +42.3% | 0.0% |
| 10Y | +309.5% | +342.1% | -32.6% | +151.0% |
| All | +403.9% | +405.9% | -2.0% | +193.7% |
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 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