+1,995.7%
FN vs WING
+405.9%
+1,589.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | -1.7% | -3.9% | +2.2% | -1.0% |
| 30D | -22.0% | -11.6% | -10.4% | -20.6% |
| 3M | -43.0% | -24.2% | -18.8% | -40.8% |
| 6M | -27.7% | -54.1% | +26.3% | -17.6% |
| YTD | -10.5% | -53.9% | +43.4% | +0.4% |
| 1Y | +12.5% | -64.4% | +76.8% | +32.8% |
| 3Y | +153.8% | -30.2% | +184.0% | +146.2% |
| 5Y | +288.0% | -34.1% | +322.1% | +262.2% |
| 10Y | +906.4% | +342.1% | +564.3% | +494.7% |
| All | +1,995.7% | +405.9% | +1,589.8% | +1,076.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling