+4,237.3%
FIX vs WING
+667.7%
+3,569.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.1% | -10.5% | -11.4% |
| 7D | -27.2% | +14.0% | -41.2% | -29.3% |
| 30D | -46.9% | +47.7% | -94.6% | -51.1% |
| 3M | -44.4% | +34.2% | -78.6% | -48.2% |
| 6M | -50.9% | +13.6% | -64.5% | -53.2% |
| YTD | +3.5% | -30.0% | +33.6% | +6.9% |
| 1Y | -2.1% | -33.9% | +31.8% | +2.1% |
| 3Y | +418.7% | -18.7% | +437.4% | +400.9% |
| 5Y | +894.6% | +5.5% | +889.0% | +765.7% |
| 10Y | +3,465.5% | +696.2% | +2,769.3% | +1,915.7% |
| All | +4,237.3% | +667.7% | +3,569.6% | +2,249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling