+113.1%
FOXA vs WING
-30.4%
+143.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +2.3% | -6.0% | +8.4% | +2.6% |
| 3M | -2.8% | -23.5% | +20.6% | -1.4% |
| 6M | +9.6% | -52.0% | +61.6% | +13.8% |
| YTD | -9.9% | -53.8% | +43.9% | -6.3% |
| 1Y | +5.4% | -63.8% | +69.2% | +10.7% |
| All | +113.1% | -30.4% | +143.5% | +105.7% |
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