+132.4%
FHN vs WING
+405.9%
-273.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.2% | -3.9% | +5.0% | +1.8% |
| 30D | -4.7% | -11.6% | +6.9% | -3.2% |
| 3M | +3.5% | -24.2% | +27.7% | +7.3% |
| 6M | +7.8% | -54.1% | +61.9% | +19.9% |
| YTD | +5.9% | -53.9% | +59.8% | +16.9% |
| 1Y | +12.5% | -64.4% | +76.8% | +28.7% |
| 3Y | +117.2% | -30.2% | +147.4% | +109.8% |
| 5Y | +86.5% | -34.1% | +120.7% | +75.0% |
| 10Y | +125.7% | +342.1% | -216.4% | +30.8% |
| All | +132.4% | +405.9% | -273.5% | +26.7% |
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