+94.9%
FFIV vs WING
-23.4%
+118.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | -32.4% | +29.5% | -61.9% | -33.5% |
| 3M | -25.7% | +40.2% | -65.9% | -27.7% |
| 6M | -13.5% | +32.7% | -46.2% | -16.1% |
| YTD | +21.1% | -32.8% | +53.9% | +26.8% |
| 1Y | +29.4% | -31.7% | +61.1% | +34.8% |
| 3Y | +94.9% | -24.7% | +119.6% | +90.2% |
| All | +94.9% | -23.4% | +118.3% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling