+5.3%
FE vs WING
-35.4%
+40.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -1.0% | +9.0% | -10.1% | -1.1% |
| 30D | +4.1% | +39.9% | -35.8% | +3.8% |
| 3M | -1.0% | +40.4% | -41.4% | -1.4% |
| 6M | +4.0% | +12.9% | -8.9% | +3.6% |
| YTD | +6.8% | -31.1% | +37.9% | +3.2% |
| 1Y | +5.3% | -32.7% | +38.0% | +1.7% |
| All | +5.3% | -35.4% | +40.7% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling