+147.2%
FDX vs WING
+656.3%
-509.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.5% |
| 7D | -1.6% | +9.0% | -10.7% | -3.0% |
| 30D | +6.6% | +39.9% | -33.3% | +0.7% |
| 3M | -2.1% | +40.4% | -42.5% | -8.1% |
| 6M | +2.2% | +12.9% | -10.7% | -1.3% |
| YTD | +33.9% | -31.1% | +65.0% | +38.7% |
| 1Y | +50.2% | -32.7% | +82.9% | +55.9% |
| 3Y | +65.5% | -19.8% | +85.3% | +56.7% |
| 5Y | +74.1% | +4.0% | +70.1% | +49.4% |
| 10Y | +156.7% | +684.4% | -527.7% | +41.2% |
| All | +147.2% | +656.3% | -509.2% | +33.0% |
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