-51.1%
FLUT vs WING
-34.0%
-17.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.6% | -3.9% | +2.2% | -0.9% |
| 30D | +7.7% | -11.6% | +19.3% | +10.0% |
| 3M | -0.7% | -24.2% | +23.5% | +3.7% |
| 6M | -11.2% | -54.1% | +42.9% | +1.1% |
| YTD | -53.4% | -53.9% | +0.5% | -47.3% |
| 1Y | -65.8% | -64.4% | -1.4% | -59.6% |
| 3Y | -44.9% | -30.2% | -14.7% | -47.4% |
| All | -51.1% | -34.0% | -17.1% | -54.1% |
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