-7.8%
SRE vs WING
-51.2%
+43.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.5% |
| 7D | +1.5% | -2.3% | +3.7% | +1.4% |
| 30D | +0.8% | -5.6% | +6.5% | +0.7% |
| 3M | -5.8% | -22.9% | +17.1% | -6.0% |
| 6M | -7.8% | -50.4% | +42.6% | -8.7% |
| All | -7.8% | -51.2% | +43.4% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling