+331.5%
SPY vs WING
+685.5%
-354.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.3% |
| 7D | -0.6% | +5.0% | -5.5% | -1.3% |
| 30D | -3.7% | +38.7% | -42.4% | -8.6% |
| 3M | -2.7% | +44.7% | -47.5% | -8.8% |
| 6M | +2.2% | +31.5% | -29.3% | -3.5% |
| YTD | +10.8% | -28.4% | +39.2% | +13.7% |
| 1Y | +11.2% | -28.2% | +39.4% | +13.8% |
| 3Y | +76.5% | -18.4% | +94.9% | +68.3% |
| 5Y | +72.9% | +5.2% | +67.7% | +50.5% |
| 10Y | +304.8% | +699.8% | -395.0% | +144.5% |
| All | +331.5% | +685.5% | -354.1% | +154.2% |
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 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