+160.3%
FN vs WING
-29.7%
+190.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | -1.7% | -3.9% | +2.2% | -1.3% |
| 30D | -22.0% | -11.6% | -10.4% | -21.2% |
| 3M | -43.0% | -24.2% | -18.8% | -41.6% |
| 6M | -27.7% | -54.1% | +26.3% | -20.3% |
| YTD | -10.5% | -53.9% | +43.4% | -3.0% |
| 1Y | +12.5% | -64.4% | +76.8% | +27.7% |
| All | +160.3% | -29.7% | +190.0% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling