+280.3%
FITB vs WING
+719.8%
-439.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.4% | -5.9% | +1.1% |
| 7D | -1.1% | +8.6% | -9.7% | -2.5% |
| 30D | +7.3% | +44.8% | -37.4% | +0.5% |
| 3M | -4.0% | +51.9% | -55.9% | -11.4% |
| 6M | +11.9% | +37.2% | -25.3% | +4.2% |
| YTD | +19.0% | -25.3% | +44.3% | +21.8% |
| 1Y | +31.0% | -25.1% | +56.1% | +33.8% |
| 3Y | +143.8% | -12.9% | +156.7% | +126.3% |
| 5Y | +48.9% | +12.0% | +36.9% | +24.6% |
| 10Y | +236.6% | +716.5% | -479.9% | +68.3% |
| All | +280.3% | +719.8% | -439.5% | +82.7% |
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 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