+86.9%
FOXA vs WING
-33.6%
+120.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -5.4% | -2.3% | -3.1% | -5.2% |
| 30D | +1.1% | -5.6% | +6.8% | +1.5% |
| 3M | -6.1% | -22.9% | +16.8% | -4.3% |
| 6M | +8.2% | -50.4% | +58.7% | +14.1% |
| YTD | -11.8% | -53.3% | +41.5% | -6.8% |
| 1Y | +9.9% | -61.2% | +71.1% | +17.7% |
| 3Y | +110.7% | -30.1% | +140.8% | +103.0% |
| 5Y | +86.9% | -35.0% | +121.9% | +75.4% |
| All | +86.9% | -33.6% | +120.5% | +75.4% |
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