+534.8%
FAST vs WING
+405.9%
+129.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.9% |
| 7D | -0.4% | -3.9% | +3.5% | +0.2% |
| 30D | -0.8% | -11.6% | +10.8% | +0.7% |
| 3M | +5.8% | -24.2% | +29.9% | +9.5% |
| 6M | +8.0% | -54.1% | +62.1% | +20.1% |
| YTD | +25.6% | -53.9% | +79.5% | +38.5% |
| 1Y | +0.8% | -64.4% | +65.2% | +15.3% |
| 3Y | +86.1% | -30.2% | +116.3% | +78.2% |
| 5Y | +100.2% | -34.1% | +134.3% | +85.5% |
| 10Y | +494.2% | +342.1% | +152.0% | +266.5% |
| All | +534.8% | +405.9% | +129.0% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling