+285.6%
FITB vs WING
+359.3%
-73.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | -5.1% | -5.6% | +0.5% | -4.5% |
| 3M | +3.5% | -22.9% | +26.4% | +7.3% |
| 6M | +17.2% | -50.4% | +67.6% | +30.3% |
| YTD | +17.6% | -53.3% | +71.0% | +31.1% |
| 1Y | +23.4% | -61.2% | +84.6% | +41.3% |
| 3Y | +129.7% | -30.1% | +159.8% | +118.8% |
| 5Y | +68.4% | -35.0% | +103.4% | +54.8% |
| 10Y | +285.6% | +375.5% | -89.9% | +118.3% |
| All | +285.6% | +359.3% | -73.7% | +118.3% |
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