+77.6%
SPYM vs WING
-30.4%
+108.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.9% | -6.0% | +5.1% | -0.5% |
| 3M | +3.9% | -23.5% | +27.4% | +6.0% |
| 6M | +14.5% | -52.0% | +66.5% | +22.1% |
| YTD | +13.0% | -53.8% | +66.8% | +20.2% |
| 1Y | +19.4% | -63.8% | +83.2% | +30.4% |
| All | +77.6% | -30.4% | +108.1% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling