+122.7%
FE vs WING
+686.1%
-563.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | +3.6% | +32.3% | -28.7% | +1.5% |
| 3M | +0.3% | +50.2% | -49.8% | -2.8% |
| 6M | +6.4% | +31.7% | -25.2% | +3.8% |
| YTD | +8.1% | -29.6% | +37.7% | +9.3% |
| 1Y | +4.6% | -29.7% | +34.3% | +5.6% |
| 3Y | +49.1% | -19.8% | +68.9% | +43.2% |
| 5Y | +46.1% | +3.1% | +43.0% | +33.5% |
| 10Y | +122.7% | +682.9% | -560.2% | +57.8% |
| All | +122.7% | +686.1% | -563.4% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling