+110.2%
FAST vs WING
+8.7%
+101.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.0% |
| 7D | +4.8% | +5.0% | -0.2% | +4.2% |
| 30D | +8.6% | +38.7% | -30.1% | +4.5% |
| 3M | +5.7% | +44.7% | -39.0% | +0.7% |
| 6M | +25.5% | +31.5% | -6.0% | +20.3% |
| YTD | +39.6% | -28.4% | +68.0% | +43.4% |
| 1Y | +35.5% | -28.2% | +63.7% | +38.8% |
| 3Y | +96.2% | -18.4% | +114.6% | +84.0% |
| 5Y | +110.2% | +5.2% | +105.0% | +72.4% |
| All | +110.2% | +8.7% | +101.5% | +72.4% |
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