+17.6%
SPYM vs WING
-58.1%
+75.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.1% | +0.6% |
| 7D | -0.8% | +7.2% | -8.0% | -1.1% |
| 30D | -1.1% | +4.8% | -5.9% | -1.4% |
| 3M | +3.9% | -23.7% | +27.6% | +5.1% |
| 6M | +13.6% | -43.6% | +57.2% | +16.9% |
| YTD | +12.7% | -50.6% | +63.3% | +16.6% |
| 1Y | +17.6% | -57.0% | +74.6% | +23.1% |
| All | +17.6% | -58.1% | +75.7% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling