+420.4%
FIX vs WING
-18.5%
+438.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.1% | -10.5% | -11.4% |
| 7D | -27.2% | +14.0% | -41.2% | -28.9% |
| 30D | -46.9% | +47.7% | -94.6% | -50.5% |
| 3M | -44.4% | +34.2% | -78.6% | -47.6% |
| 6M | -50.9% | +13.6% | -64.5% | -52.8% |
| YTD | +3.5% | -30.0% | +33.6% | +7.8% |
| 1Y | -2.1% | -33.9% | +31.8% | +3.1% |
| All | +420.4% | -18.5% | +438.9% | +306.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling