+618.0%
WING vs SBAC
+114.8%
+503.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.7% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +29.3% | +5.5% | +23.8% | +27.1% |
| 3M | +39.9% | +3.1% | +36.8% | +38.5% |
| 6M | +32.4% | -7.0% | +39.5% | +34.5% |
| YTD | -32.9% | +0.5% | -33.4% | -34.2% |
| 1Y | -31.9% | +0.2% | -32.1% | -33.2% |
| 3Y | -24.9% | -7.4% | -17.5% | -26.7% |
| 5Y | -0.7% | -39.7% | +39.0% | +14.4% |
| All | +618.0% | +114.8% | +503.2% | +570.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling