+151.5%
SPMO vs WING
-33.6%
+185.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +2.7% | -2.3% | +5.0% | +3.0% |
| 30D | +1.1% | -5.6% | +6.7% | +1.5% |
| 3M | +2.0% | -22.9% | +25.0% | +4.9% |
| 6M | +26.5% | -50.4% | +77.0% | +37.7% |
| YTD | +26.5% | -53.3% | +79.8% | +37.8% |
| 1Y | +27.9% | -61.2% | +89.2% | +42.6% |
| 3Y | +160.4% | -30.1% | +190.4% | +155.0% |
| 5Y | +151.5% | -35.0% | +186.5% | +138.7% |
| All | +151.5% | -33.6% | +185.1% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling