-51.0%
FLUT vs WING
+4.1%
-55.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.3% |
| 7D | -1.1% | +9.0% | -10.1% | -2.6% |
| 30D | +7.7% | +39.9% | -32.2% | +1.3% |
| 3M | -12.2% | +40.4% | -52.6% | -17.8% |
| 6M | -17.6% | +12.9% | -30.5% | -20.5% |
| YTD | -62.0% | -31.1% | -30.9% | -60.2% |
| 1Y | -62.3% | -32.7% | -29.6% | -60.4% |
| 3Y | -52.0% | -19.8% | -32.1% | -54.8% |
| All | -51.0% | +4.1% | -55.1% | -58.5% |
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 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