+211.9%
FFIV vs WING
+405.9%
-194.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | -1.0% | -3.9% | +2.9% | -0.4% |
| 30D | -5.1% | -11.6% | +6.5% | -3.6% |
| 3M | -4.5% | -24.2% | +19.7% | -1.1% |
| 6M | +36.5% | -54.1% | +90.5% | +52.3% |
| YTD | +53.0% | -53.9% | +106.9% | +69.2% |
| 1Y | +24.2% | -64.4% | +88.6% | +43.0% |
| 3Y | +137.2% | -30.2% | +167.4% | +131.1% |
| 5Y | +91.8% | -34.1% | +125.9% | +80.3% |
| 10Y | +215.2% | +342.1% | -127.0% | +106.6% |
| All | +211.9% | +405.9% | -194.0% | +95.4% |
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