+755.5%
FN vs WING
+620.6%
+134.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.3% |
| 7D | +20.8% | -3.9% | +24.7% | +21.8% |
| 30D | -17.3% | +26.6% | -43.9% | -21.1% |
| 3M | -38.1% | +42.5% | -80.6% | -42.7% |
| 6M | -44.2% | +29.4% | -73.6% | -48.3% |
| YTD | -22.3% | -32.8% | +10.5% | -19.2% |
| 1Y | -20.9% | -33.5% | +12.5% | -17.9% |
| 3Y | +111.1% | -23.4% | +134.4% | +102.6% |
| 5Y | +191.8% | -0.4% | +192.3% | +150.4% |
| All | +755.5% | +620.6% | +134.9% | +369.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling