+78.0%
SPYM vs WING
-23.4%
+101.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -2.5% | +5.1% | +2.7% |
| 30D | -2.0% | +29.5% | -31.5% | -4.2% |
| 3M | -2.8% | +40.2% | -43.0% | -5.9% |
| 6M | +2.2% | +32.7% | -30.5% | -1.1% |
| YTD | +11.5% | -32.8% | +44.3% | +14.5% |
| 1Y | +13.5% | -31.7% | +45.2% | +16.1% |
| 3Y | +78.0% | -24.7% | +102.8% | +69.8% |
| All | +78.0% | -23.4% | +101.5% | +69.8% |
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 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