-80.3%
FIG vs WING
-70.1%
-10.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -16.4% | -0.1% | -16.2% | -16.4% |
| 30D | -2.3% | -6.0% | +3.7% | -1.5% |
| 3M | +7.8% | -23.5% | +31.3% | +12.9% |
| 6M | -21.8% | -52.0% | +30.1% | -7.7% |
| YTD | -39.1% | -53.8% | +14.7% | -29.8% |
| 1Y | -56.6% | -63.8% | +7.2% | -34.4% |
| All | -80.3% | -70.1% | -10.2% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling