+109.8%
FE vs WING
+677.6%
-567.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.3% |
| 7D | 0.0% | +9.0% | -9.1% | -0.7% |
| 30D | +5.2% | +39.9% | -34.7% | +2.7% |
| 3M | 0.0% | +40.4% | -40.4% | -2.7% |
| 6M | +5.0% | +12.9% | -7.8% | +3.5% |
| YTD | +7.9% | -31.1% | +39.0% | +9.3% |
| 1Y | +6.3% | -32.7% | +39.0% | +7.8% |
| 3Y | +46.0% | -19.8% | +65.8% | +40.1% |
| 5Y | +45.6% | +4.0% | +41.7% | +32.7% |
| All | +109.8% | +677.6% | -567.8% | +42.8% |
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