+323.0%
SPY vs WING
+656.3%
-333.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -2.7% | +9.0% | -11.8% | -4.0% |
| 30D | -5.4% | +39.9% | -45.3% | -10.3% |
| 3M | -4.1% | +40.4% | -44.5% | -9.7% |
| 6M | +0.7% | +12.9% | -12.2% | -2.6% |
| YTD | +8.7% | -31.1% | +39.7% | +12.2% |
| 1Y | +10.9% | -32.7% | +43.6% | +14.6% |
| 3Y | +75.0% | -19.8% | +94.8% | +67.2% |
| 5Y | +67.8% | +4.0% | +63.8% | +46.2% |
| 10Y | +312.9% | +684.4% | -371.6% | +150.2% |
| All | +323.0% | +656.3% | -333.3% | +150.8% |
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