+84.0%
FHN vs WING
+686.1%
-602.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +2.0% | +32.3% | -30.3% | -2.3% |
| 3M | -6.8% | +50.2% | -57.0% | -13.0% |
| 6M | -0.8% | +31.7% | -32.4% | -6.2% |
| YTD | +0.6% | -29.6% | +30.2% | +3.6% |
| 1Y | +11.5% | -29.7% | +41.2% | +14.7% |
| 3Y | +130.0% | -19.8% | +149.8% | +118.6% |
| 5Y | +60.8% | +3.1% | +57.7% | +40.7% |
| 10Y | +84.0% | +682.9% | -598.9% | -5.5% |
| All | +84.0% | +686.1% | -602.1% | -5.5% |
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