+49.0%
FE vs WING
-34.0%
+83.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +1.9% | -3.9% | +5.8% | +2.0% |
| 30D | -1.2% | -11.6% | +10.4% | -1.0% |
| 3M | +3.5% | -24.2% | +27.7% | +4.0% |
| 6M | -6.1% | -54.1% | +48.0% | -4.8% |
| YTD | +7.6% | -53.9% | +61.5% | +8.9% |
| 1Y | +11.9% | -64.4% | +76.3% | +14.0% |
| 3Y | +48.4% | -30.2% | +78.6% | +42.4% |
| All | +49.0% | -34.0% | +83.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling