+173.5%
FN vs WING
+4.1%
+169.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.1% | +11.9% |
| 7D | 0.0% | +9.0% | -9.1% | -1.7% |
| 30D | -34.3% | +39.9% | -74.2% | -38.2% |
| 3M | -39.9% | +40.4% | -80.3% | -43.8% |
| 6M | -51.8% | +12.9% | -64.7% | -53.8% |
| YTD | -28.1% | -31.1% | +2.9% | -25.5% |
| 1Y | -29.1% | -32.7% | +3.6% | -26.3% |
| 3Y | +102.4% | -19.8% | +122.2% | +89.9% |
| All | +173.5% | +4.1% | +169.4% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling