-21.2%
WING vs SPY
+79.4%
-100.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -3.0% |
| 7D | -0.5% | -0.9% | +0.4% | +0.3% |
| 30D | +32.3% | -2.4% | +34.7% | +35.3% |
| 3M | +50.2% | -1.2% | +51.3% | +51.8% |
| 6M | +31.7% | +3.3% | +28.4% | +26.6% |
| YTD | -29.6% | +12.3% | -41.9% | -38.0% |
| 1Y | -29.7% | +12.4% | -42.2% | -38.2% |
| All | -21.2% | +79.4% | -100.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling