+404.4%
WING vs SBAC
+79.7%
+324.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | -11.6% | +6.9% | -18.5% | -13.5% |
| 3M | -24.2% | -8.2% | -16.0% | -22.5% |
| 6M | -54.1% | -1.6% | -52.4% | -54.4% |
| YTD | -53.9% | -0.1% | -53.8% | -54.7% |
| 1Y | -64.4% | -0.5% | -63.9% | -65.0% |
| 3Y | -30.2% | -9.1% | -21.1% | -31.6% |
| 5Y | -34.1% | -43.8% | +9.7% | -22.6% |
| 10Y | +342.1% | +80.5% | +261.6% | +248.9% |
| All | +404.4% | +79.7% | +324.7% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling