+13.8%
FIX vs WING
-28.4%
+42.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.6% |
| 7D | -13.9% | +5.0% | -18.9% | -14.0% |
| 30D | -35.5% | +38.7% | -74.2% | -35.8% |
| 3M | -33.9% | +44.7% | -78.7% | -34.4% |
| 6M | -43.3% | +31.5% | -74.8% | -43.7% |
| YTD | +18.7% | -28.4% | +47.1% | +15.9% |
| 1Y | +13.8% | -28.2% | +41.9% | +11.0% |
| All | +13.8% | -28.4% | +42.2% | +11.0% |
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