+181.9%
FANG vs WING
+407.7%
-225.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -1.0% |
| 7D | +2.9% | +7.2% | -4.3% | +1.9% |
| 30D | +2.6% | +4.8% | -2.2% | +1.6% |
| 3M | +7.6% | -23.7% | +31.3% | +10.8% |
| 6M | +17.3% | -43.6% | +60.9% | +25.4% |
| YTD | +38.7% | -50.6% | +89.2% | +50.0% |
| 1Y | +51.6% | -57.0% | +108.7% | +66.6% |
| 3Y | +50.0% | -28.3% | +78.2% | +38.5% |
| 5Y | +237.6% | -32.4% | +270.0% | +203.4% |
| All | +181.9% | +407.7% | -225.8% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling