+17.5%
FLUT vs WING
+405.9%
-388.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.6% | -3.9% | +2.2% | -1.1% |
| 30D | +7.7% | -11.6% | +19.3% | +9.5% |
| 3M | -0.7% | -24.2% | +23.5% | +2.6% |
| 6M | -11.2% | -54.1% | +42.9% | -2.3% |
| YTD | -53.4% | -53.9% | +0.5% | -49.0% |
| 1Y | -65.8% | -64.4% | -1.4% | -61.4% |
| 3Y | -44.9% | -30.2% | -14.7% | -44.8% |
| 5Y | -49.7% | -34.1% | -15.6% | -51.3% |
| 10Y | -9.7% | +342.1% | -351.9% | -21.8% |
| All | +17.5% | +405.9% | -388.4% | -6.9% |
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