+148.3%
FFIV vs WING
+656.3%
-508.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -8.1% | +9.0% | -17.2% | -9.3% |
| 30D | -33.4% | +39.9% | -73.3% | -37.0% |
| 3M | -24.7% | +40.4% | -65.2% | -29.4% |
| 6M | -8.8% | +12.9% | -21.7% | -12.3% |
| YTD | +21.8% | -31.1% | +52.8% | +25.7% |
| 1Y | +25.3% | -32.7% | +58.0% | +29.5% |
| 3Y | +101.2% | -19.8% | +121.0% | +92.7% |
| 5Y | +40.2% | +4.0% | +36.2% | +22.2% |
| 10Y | +129.0% | +684.4% | -555.4% | +36.7% |
| All | +148.3% | +656.3% | -508.1% | +45.1% |
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