+422.5%
SPYG vs WING
+637.4%
-214.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | -2.5% | +4.8% | +2.7% |
| 30D | -6.5% | +29.5% | -36.0% | -11.1% |
| 3M | -6.8% | +40.2% | -47.0% | -13.3% |
| 6M | -3.1% | +32.7% | -35.9% | -9.8% |
| YTD | +8.0% | -32.8% | +40.8% | +12.5% |
| 1Y | +10.2% | -31.7% | +41.9% | +14.0% |
| 3Y | +91.0% | -24.7% | +115.7% | +83.7% |
| 5Y | +67.7% | -0.5% | +68.2% | +44.3% |
| 10Y | +393.9% | +647.5% | -253.6% | +192.7% |
| All | +422.5% | +637.4% | -214.9% | +201.8% |
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