+153.8%
FFIV vs WING
+719.8%
-566.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.4% | -6.2% | +1.1% |
| 7D | -2.1% | +8.6% | -10.6% | -3.2% |
| 30D | -33.8% | +44.8% | -78.5% | -37.7% |
| 3M | -20.6% | +51.9% | -72.6% | -26.4% |
| 6M | -10.2% | +37.2% | -47.5% | -16.2% |
| YTD | +24.5% | -25.3% | +49.8% | +27.0% |
| 1Y | +29.3% | -25.1% | +54.4% | +31.5% |
| 3Y | +103.8% | -12.9% | +116.7% | +92.9% |
| 5Y | +40.9% | +12.0% | +28.9% | +21.5% |
| 10Y | +126.6% | +716.5% | -589.9% | +34.4% |
| All | +153.8% | +719.8% | -566.0% | +46.6% |
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 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