+453.2%
SPYG vs WING
+405.9%
+47.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +0.4% | -3.9% | +4.2% | +1.0% |
| 30D | -0.4% | -11.6% | +11.1% | +1.4% |
| 3M | +0.5% | -24.2% | +24.7% | +4.7% |
| 6M | +17.5% | -54.1% | +71.5% | +33.3% |
| YTD | +14.3% | -53.9% | +68.3% | +28.4% |
| 1Y | +21.7% | -64.4% | +86.1% | +42.7% |
| 3Y | +98.6% | -30.2% | +128.8% | +92.4% |
| 5Y | +85.1% | -34.1% | +119.2% | +72.2% |
| 10Y | +412.0% | +342.1% | +69.9% | +233.9% |
| All | +453.2% | +405.9% | +47.3% | +244.5% |
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