+10.4%
FHN vs WING
-33.3%
+43.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.2% |
| 7D | +1.3% | -3.9% | +5.2% | +1.5% |
| 30D | +2.8% | +26.6% | -23.8% | +0.9% |
| 3M | -8.9% | +42.5% | -51.4% | -11.7% |
| 6M | -0.7% | +29.4% | -30.1% | -3.5% |
| YTD | +0.1% | -32.8% | +32.8% | +3.9% |
| 1Y | +10.4% | -33.5% | +43.9% | +14.8% |
| All | +10.4% | -33.3% | +43.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling