+98.4%
SPYG vs WING
-29.7%
+128.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.3% | -2.3% | +2.6% | +0.6% |
| 30D | -1.7% | -5.6% | +3.9% | -1.3% |
| 3M | +3.6% | -22.9% | +26.6% | +6.2% |
| 6M | +16.6% | -50.4% | +67.0% | +25.9% |
| YTD | +13.4% | -53.3% | +66.7% | +22.5% |
| 1Y | +19.6% | -61.2% | +80.8% | +32.4% |
| All | +98.4% | -29.7% | +128.1% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling