+120.7%
FE vs WING
+656.3%
-535.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -1.0% | +9.0% | -10.1% | -1.6% |
| 30D | +4.1% | +39.9% | -35.8% | +1.6% |
| 3M | -1.0% | +40.4% | -41.4% | -3.7% |
| 6M | +4.0% | +12.9% | -8.9% | +2.5% |
| YTD | +6.8% | -31.1% | +37.9% | +8.2% |
| 1Y | +5.3% | -32.7% | +38.0% | +6.7% |
| 3Y | +44.6% | -19.8% | +64.4% | +39.2% |
| 5Y | +44.2% | +4.0% | +40.2% | +32.0% |
| 10Y | +107.3% | +684.4% | -577.2% | +45.8% |
| All | +120.7% | +656.3% | -535.6% | +54.0% |
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