+410.4%
WING vs SNY
+34.0%
+376.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.2% | -3.6% | +3.8% | +1.3% |
| 30D | -0.5% | -1.9% | +1.5% | +0.1% |
| 3M | -23.9% | -2.0% | -21.9% | -23.4% |
| 6M | -48.9% | +2.5% | -51.4% | -49.4% |
| YTD | -53.3% | -7.0% | -46.4% | -52.4% |
| 1Y | -60.3% | -4.4% | -55.9% | -59.9% |
| 3Y | -30.1% | -8.4% | -21.7% | -30.5% |
| 5Y | -36.2% | +9.5% | -45.7% | -41.8% |
| 10Y | +375.3% | +64.3% | +311.0% | +263.5% |
| All | +410.4% | +34.0% | +376.5% | +319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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