+333.8%
SPYM vs WING
+635.9%
-302.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +2.6% | -2.7% | +5.3% | +2.9% |
| 30D | -2.0% | +29.3% | -31.3% | -6.0% |
| 3M | -2.8% | +39.9% | -42.7% | -8.4% |
| 6M | +2.2% | +32.4% | -30.3% | -3.7% |
| YTD | +11.5% | -32.9% | +44.5% | +15.5% |
| 1Y | +13.5% | -31.9% | +45.4% | +16.9% |
| 3Y | +78.0% | -24.9% | +102.9% | +71.9% |
| 5Y | +73.1% | -0.7% | +73.8% | +52.0% |
| 10Y | +310.9% | +645.9% | -335.1% | +155.3% |
| All | +333.8% | +635.9% | -302.1% | +162.6% |
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