+34.3%
FANG vs WING
-23.2%
+57.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.7% | -4.7% |
| 7D | -11.3% | +21.0% | -32.3% | -10.4% |
| 30D | -0.7% | +56.9% | -57.5% | +1.7% |
| 3M | -4.2% | +38.4% | -42.5% | -2.3% |
| 6M | -13.5% | +12.0% | -25.5% | -12.7% |
| YTD | +23.7% | -29.2% | +53.0% | +25.1% |
| 1Y | +34.3% | -28.8% | +63.1% | +36.8% |
| All | +34.3% | -23.2% | +57.5% | +36.8% |
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