+24.2%
FIX vs WING
-33.5%
+57.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +9.4% | -2.7% | +12.1% | +9.5% |
| 30D | -27.8% | +29.3% | -57.0% | -27.9% |
| 3M | -35.6% | +39.9% | -75.4% | -35.8% |
| 6M | -45.2% | +32.4% | -77.7% | -45.6% |
| YTD | +19.5% | -32.9% | +52.4% | +17.0% |
| 1Y | +24.2% | -31.9% | +56.1% | +22.0% |
| All | +24.2% | -33.5% | +57.7% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling