+50.3%
F vs WING
+667.7%
-617.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +1.4% | +14.0% | -12.6% | -0.9% |
| 30D | +2.0% | +47.7% | -45.7% | -4.8% |
| 3M | -10.4% | +34.2% | -44.6% | -15.4% |
| 6M | +9.7% | +13.6% | -3.8% | +5.8% |
| YTD | -1.2% | -30.0% | +28.9% | +2.2% |
| 1Y | 0.0% | -33.9% | +34.0% | +4.3% |
| 3Y | +41.1% | -18.7% | +59.8% | +32.9% |
| 5Y | -11.4% | +5.5% | -17.0% | -25.3% |
| 10Y | +85.0% | +696.2% | -611.2% | +5.8% |
| All | +50.3% | +667.7% | -617.4% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling