+143.3%
FN vs WING
+7.0%
+136.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.1% | -13.1% | -14.1% |
| 7D | -16.0% | +14.0% | -30.0% | -17.9% |
| 30D | -40.1% | +47.7% | -87.8% | -44.2% |
| 3M | -43.9% | +34.2% | -78.1% | -47.2% |
| 6M | -55.6% | +13.6% | -69.2% | -57.5% |
| YTD | -35.7% | -30.0% | -5.6% | -33.4% |
| 1Y | -39.8% | -33.9% | -5.9% | -37.1% |
| 3Y | +80.3% | -18.7% | +99.0% | +68.9% |
| 5Y | +143.3% | +5.5% | +137.8% | +96.3% |
| All | +143.3% | +7.0% | +136.3% | +96.3% |
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