+948.1%
FIX vs WING
+4.1%
+944.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.7% |
| 7D | -17.5% | +9.0% | -26.5% | -19.0% |
| 30D | -41.6% | +39.9% | -81.5% | -45.5% |
| 3M | -40.6% | +40.4% | -81.0% | -45.1% |
| 6M | -49.4% | +12.9% | -62.3% | -51.6% |
| YTD | +9.2% | -31.1% | +40.3% | +13.6% |
| 1Y | +6.5% | -32.7% | +39.2% | +11.0% |
| 3Y | +448.7% | -19.8% | +468.5% | +429.1% |
| All | +948.1% | +4.1% | +944.0% | +814.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling