+341.9%
SPYM vs WING
+405.9%
-64.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.1% | -3.9% | +4.0% | +0.7% |
| 30D | +0.1% | -11.6% | +11.6% | +1.6% |
| 3M | +2.0% | -24.2% | +26.2% | +5.6% |
| 6M | +13.1% | -54.1% | +67.1% | +25.8% |
| YTD | +13.6% | -53.9% | +67.5% | +25.2% |
| 1Y | +20.1% | -64.4% | +84.4% | +37.3% |
| 3Y | +77.6% | -30.2% | +107.8% | +72.3% |
| 5Y | +82.5% | -34.1% | +116.7% | +71.2% |
| 10Y | +317.6% | +342.1% | -24.6% | +181.1% |
| All | +341.9% | +405.9% | -64.0% | +184.8% |
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 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