+50.0%
FANG vs WING
-25.6%
+75.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.2% |
| 7D | +2.9% | +7.2% | -4.3% | +2.9% |
| 30D | +2.6% | +4.8% | -2.2% | +2.6% |
| 3M | +7.6% | -23.7% | +31.3% | +7.4% |
| 6M | +17.3% | -43.6% | +60.9% | +17.3% |
| YTD | +38.7% | -50.6% | +89.2% | +38.8% |
| 1Y | +51.6% | -57.0% | +108.7% | +52.1% |
| 3Y | +50.0% | -28.3% | +78.2% | +70.7% |
| All | +50.0% | -25.6% | +75.5% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling