+580.5%
FAST vs WING
+667.7%
-87.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +0.7% | +14.0% | -13.3% | -1.3% |
| 30D | +4.6% | +47.7% | -43.1% | -1.5% |
| 3M | +6.4% | +34.2% | -27.8% | +0.9% |
| 6M | +20.6% | +13.6% | +7.0% | +16.6% |
| YTD | +34.7% | -30.0% | +64.7% | +38.7% |
| 1Y | +29.7% | -33.9% | +63.6% | +34.6% |
| 3Y | +89.9% | -18.7% | +108.6% | +79.7% |
| 5Y | +105.0% | +5.5% | +99.4% | +76.1% |
| 10Y | +594.2% | +696.2% | -102.0% | +288.5% |
| All | +580.5% | +667.7% | -87.2% | +276.8% |
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