+804.7%
FN vs WING
+686.1%
+118.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.2% |
| 7D | +8.0% | -0.5% | +8.5% | +8.2% |
| 30D | -19.1% | +32.3% | -51.5% | -23.5% |
| 3M | -29.8% | +50.2% | -80.0% | -35.6% |
| 6M | -43.2% | +31.7% | -74.8% | -47.4% |
| YTD | -18.9% | -29.6% | +10.7% | -16.4% |
| 1Y | -17.9% | -29.7% | +11.8% | -15.6% |
| 3Y | +120.1% | -19.8% | +139.9% | +109.5% |
| 5Y | +206.7% | +3.1% | +203.6% | +161.6% |
| 10Y | +804.7% | +682.9% | +121.8% | +390.9% |
| All | +804.7% | +686.1% | +118.6% | +390.9% |
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 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