+74.3%
F vs WING
+675.9%
-601.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | 0.0% |
| 7D | +1.0% | +5.0% | -4.0% | 0.0% |
| 30D | +2.1% | +38.7% | -36.6% | -3.9% |
| 3M | -10.3% | +44.7% | -55.0% | -16.6% |
| 6M | +3.3% | +31.5% | -28.2% | -3.0% |
| YTD | -2.0% | -28.4% | +26.4% | +1.0% |
| 1Y | -2.3% | -28.2% | +25.9% | +0.4% |
| 3Y | +49.9% | -18.4% | +68.3% | +40.4% |
| 5Y | -12.5% | +5.2% | -17.7% | -27.3% |
| 10Y | +74.3% | +699.8% | -625.6% | -2.8% |
| All | +74.3% | +675.9% | -601.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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