-15.8%
F vs WING
+4.1%
-19.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +1.6% | +9.0% | -7.5% | 0.0% |
| 30D | +2.6% | +39.9% | -37.3% | -3.5% |
| 3M | -8.8% | +40.4% | -49.2% | -14.8% |
| 6M | +4.6% | +12.9% | -8.3% | +1.0% |
| YTD | -1.9% | -31.1% | +29.2% | +2.0% |
| 1Y | -0.8% | -32.7% | +31.9% | +3.4% |
| 3Y | +43.5% | -19.8% | +63.3% | +28.6% |
| All | -15.8% | +4.1% | -19.9% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling