+85.0%
SPYG vs WING
-33.6%
+118.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | -1.7% | -5.6% | +3.9% | -1.1% |
| 3M | +3.6% | -22.9% | +26.6% | +7.4% |
| 6M | +16.6% | -50.4% | +67.0% | +29.9% |
| YTD | +13.4% | -53.3% | +66.7% | +26.4% |
| 1Y | +19.6% | -61.2% | +80.8% | +37.5% |
| 3Y | +99.8% | -30.1% | +129.8% | +87.0% |
| 5Y | +85.0% | -35.0% | +120.0% | +60.8% |
| All | +85.0% | -33.6% | +118.6% | +60.8% |
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 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