+280.7%
FITB vs WING
+405.9%
-125.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.6% | -3.9% | +4.5% | +1.3% |
| 30D | -4.7% | -11.6% | +6.8% | -3.1% |
| 3M | +6.7% | -24.2% | +30.9% | +10.9% |
| 6M | +12.6% | -54.1% | +66.6% | +27.0% |
| YTD | +19.1% | -53.9% | +73.0% | +33.2% |
| 1Y | +22.6% | -64.4% | +87.0% | +42.9% |
| 3Y | +127.1% | -30.2% | +157.3% | +117.0% |
| 5Y | +71.8% | -34.1% | +105.9% | +58.0% |
| 10Y | +287.2% | +342.1% | -55.0% | +116.7% |
| All | +280.7% | +405.9% | -125.2% | +99.9% |
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