-3.5%
F vs WING
-29.6%
+26.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | 0.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +3.3% | +32.3% | -29.0% | -0.2% |
| 3M | -11.3% | +50.2% | -61.5% | -15.6% |
| 6M | +5.3% | +31.7% | -26.3% | +1.9% |
| YTD | -2.2% | -29.6% | +27.4% | -2.0% |
| 1Y | -3.5% | -29.7% | +26.2% | -3.8% |
| All | -3.5% | -29.6% | +26.1% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling