-17.2%
F vs WING
+0.4%
-17.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -2.5% | -0.6% | -2.7% |
| 30D | 0.0% | +29.5% | -29.5% | -4.7% |
| 3M | -13.2% | +40.2% | -53.4% | -18.9% |
| 6M | -10.2% | +32.7% | -42.9% | -15.8% |
| YTD | -4.9% | -32.8% | +27.9% | -0.8% |
| 1Y | -6.1% | -31.7% | +25.6% | -2.6% |
| 3Y | +46.0% | -24.7% | +70.7% | +32.7% |
| All | -17.2% | +0.4% | -17.6% | -43.3% |
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