-1.6%
FLR vs WING
+637.4%
-639.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +5.4% | -2.5% | +7.9% | +5.9% |
| 30D | +2.8% | +29.5% | -26.7% | -2.9% |
| 3M | -6.4% | +40.2% | -46.6% | -13.8% |
| 6M | +8.8% | +32.7% | -23.9% | -0.2% |
| YTD | +23.6% | -32.8% | +56.4% | +29.8% |
| 1Y | +13.8% | -31.7% | +45.5% | +18.6% |
| 3Y | +36.5% | -24.7% | +61.2% | +31.1% |
| 5Y | +119.3% | -0.5% | +119.8% | +86.6% |
| 10Y | +8.0% | +647.5% | -639.5% | -49.8% |
| All | -1.6% | +637.4% | -639.0% | -55.5% |
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