-29.1%
FN vs WING
-35.4%
+6.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.1% | +11.6% |
| 7D | 0.0% | +9.0% | -9.1% | +0.4% |
| 30D | -34.3% | +39.9% | -74.2% | -33.5% |
| 3M | -39.9% | +40.4% | -80.3% | -39.2% |
| 6M | -51.8% | +12.9% | -64.7% | -51.6% |
| YTD | -28.1% | -31.1% | +2.9% | -30.7% |
| 1Y | -29.1% | -32.7% | +3.6% | -31.6% |
| All | -29.1% | -35.4% | +6.3% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling