+215.9%
FITB vs WING
+686.1%
-470.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +7.0% | +32.3% | -25.3% | +1.8% |
| 3M | -4.8% | +50.2% | -54.9% | -11.9% |
| 6M | +13.5% | +31.7% | -18.1% | +6.5% |
| YTD | +19.1% | -29.6% | +48.7% | +23.2% |
| 1Y | +30.8% | -29.7% | +60.5% | +35.0% |
| 3Y | +141.6% | -19.8% | +161.4% | +127.0% |
| 5Y | +48.3% | +3.1% | +45.2% | +25.3% |
| 10Y | +215.9% | +682.9% | -467.0% | +52.7% |
| All | +215.9% | +686.1% | -470.2% | +52.7% |
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 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