+131.9%
SRE vs WING
+405.9%
-274.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.6% |
| 7D | -0.3% | -3.9% | +3.5% | -0.1% |
| 30D | -0.7% | -11.6% | +10.8% | -0.1% |
| 3M | -6.3% | -24.2% | +17.9% | -5.0% |
| 6M | -10.7% | -54.1% | +43.4% | -6.7% |
| YTD | -3.5% | -53.9% | +50.4% | +0.4% |
| 1Y | +5.3% | -64.4% | +69.7% | +11.2% |
| 3Y | +31.8% | -30.2% | +62.0% | +27.6% |
| 5Y | +47.4% | -34.1% | +81.5% | +40.5% |
| 10Y | +120.6% | +342.1% | -221.6% | +75.4% |
| All | +131.9% | +405.9% | -274.0% | +81.1% |
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