-2.5%
FIG vs WING
+9.0%
-11.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | -13.1% | +9.0% | -22.2% | -13.9% |
| 30D | -13.0% | +39.9% | -52.9% | -16.5% |
| 3M | -21.5% | +40.4% | -61.9% | -24.8% |
| 6M | -2.5% | +12.9% | -15.4% | -5.5% |
| All | -2.5% | +9.0% | -11.4% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling