+670.1%
WING vs SBAC
+80.3%
+589.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | -0.5% | -2.8% | +2.3% | +0.4% |
| 30D | +32.3% | +3.1% | +29.2% | +31.0% |
| 3M | +50.2% | +5.1% | +45.0% | +47.7% |
| 6M | +31.7% | -11.4% | +43.1% | +36.0% |
| YTD | -29.6% | +0.2% | -29.8% | -31.0% |
| 1Y | -29.7% | -3.9% | -25.8% | -30.1% |
| 3Y | -19.8% | -7.7% | -12.1% | -21.7% |
| 5Y | +3.1% | -39.7% | +42.8% | +18.2% |
| 10Y | +682.9% | +111.9% | +571.0% | +481.6% |
| All | +670.1% | +80.3% | +589.8% | +513.5% |
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