+375.5%
WING vs SBAC
+78.4%
+297.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.4% |
| 7D | -2.3% | +0.2% | -2.4% | -2.4% |
| 30D | -5.6% | +3.9% | -9.5% | -6.8% |
| 3M | -22.9% | -8.2% | -14.7% | -21.2% |
| 6M | -50.4% | -2.8% | -47.6% | -50.6% |
| YTD | -53.3% | -1.5% | -51.8% | -53.9% |
| 1Y | -61.2% | 0.0% | -61.2% | -62.0% |
| 3Y | -30.1% | -8.4% | -21.7% | -31.7% |
| 5Y | -35.0% | -43.5% | +8.5% | -23.7% |
| 10Y | +375.5% | +86.9% | +288.6% | +340.1% |
| All | +375.5% | +78.4% | +297.2% | +340.1% |
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