-3.2%
FLUT vs WING
+685.5%
-688.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.2% |
| 7D | -1.5% | +5.0% | -6.4% | -2.2% |
| 30D | +3.4% | +38.7% | -35.3% | -1.3% |
| 3M | -12.5% | +44.7% | -57.2% | -17.2% |
| 6M | -18.5% | +31.5% | -50.0% | -22.3% |
| YTD | -61.6% | -28.4% | -33.2% | -60.6% |
| 1Y | -64.1% | -28.2% | -35.9% | -63.2% |
| 3Y | -44.5% | -18.4% | -26.0% | -45.8% |
| 5Y | -51.3% | +5.2% | -56.5% | -55.9% |
| 10Y | -25.6% | +699.8% | -725.4% | -40.5% |
| All | -3.2% | +685.5% | -688.7% | -28.1% |
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 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