+314.6%
SPYM vs WING
+379.2%
-64.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -1.6% | -0.5% | -1.2% | -1.8% |
| 3M | +4.7% | -23.9% | +28.6% | +8.4% |
| 6M | +12.6% | -48.9% | +61.4% | +23.4% |
| YTD | +11.8% | -53.3% | +65.1% | +23.3% |
| 1Y | +17.5% | -60.3% | +77.9% | +32.4% |
| 3Y | +77.0% | -30.1% | +107.1% | +70.9% |
| 5Y | +82.6% | -36.2% | +118.8% | +71.0% |
| All | +314.6% | +379.2% | -64.6% | +172.8% |
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 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