+414.4%
SPYG vs WING
+407.7%
+6.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.1% | -0.3% |
| 7D | -0.9% | +7.2% | -8.1% | -2.2% |
| 30D | -1.5% | +4.8% | -6.3% | -2.7% |
| 3M | +3.7% | -23.7% | +27.4% | +8.0% |
| 6M | +16.4% | -43.6% | +60.0% | +27.4% |
| YTD | +13.3% | -50.6% | +63.9% | +25.9% |
| 1Y | +17.9% | -57.0% | +74.9% | +33.7% |
| 3Y | +98.3% | -28.3% | +126.6% | +90.4% |
| 5Y | +86.4% | -32.4% | +118.8% | +71.2% |
| All | +414.4% | +407.7% | +6.7% | +231.3% |
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