+107.2%
FAST vs WING
-34.0%
+141.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.9% |
| 7D | -0.4% | -3.9% | +3.5% | +0.1% |
| 30D | -0.8% | -11.6% | +10.8% | +0.4% |
| 3M | +5.8% | -24.2% | +29.9% | +8.8% |
| 6M | +8.0% | -54.1% | +62.1% | +18.0% |
| YTD | +25.6% | -53.9% | +79.5% | +36.2% |
| 1Y | +0.8% | -64.4% | +65.2% | +13.0% |
| 3Y | +86.1% | -30.2% | +116.3% | +73.3% |
| All | +107.2% | -34.0% | +141.1% | +81.2% |
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