+1,092.2%
FIX vs WING
+3.2%
+1,089.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.4% |
| 7D | +6.4% | -0.5% | +7.0% | +6.6% |
| 30D | -29.1% | +32.3% | -61.4% | -33.1% |
| 3M | -31.1% | +50.2% | -81.3% | -37.1% |
| 6M | -42.8% | +31.7% | -74.5% | -47.1% |
| YTD | +24.6% | -29.6% | +54.3% | +29.2% |
| 1Y | +21.9% | -29.7% | +51.7% | +26.0% |
| 3Y | +524.9% | -19.8% | +544.7% | +503.1% |
| 5Y | +1,092.2% | +3.1% | +1,089.1% | +940.1% |
| All | +1,092.2% | +3.2% | +1,089.0% | +940.1% |
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