+117.8%
FFIV vs WING
+618.8%
-501.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -0.5% | -2.7% | +2.2% | -0.2% |
| 30D | -32.4% | +29.3% | -61.7% | -35.4% |
| 3M | -25.7% | +39.9% | -65.6% | -30.3% |
| 6M | -13.5% | +32.4% | -45.9% | -19.0% |
| YTD | +21.1% | -32.9% | +54.0% | +25.6% |
| 1Y | +29.4% | -31.9% | +61.3% | +33.5% |
| 3Y | +94.9% | -24.9% | +119.8% | +88.2% |
| 5Y | +34.7% | -0.7% | +35.4% | +17.2% |
| All | +117.8% | +618.8% | -501.0% | +26.6% |
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