-22.6%
FPS vs WING
-40.5%
+17.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.7% | -21.1% | -17.0% |
| 7D | -23.3% | +21.0% | -44.3% | -22.4% |
| 30D | -42.4% | +56.9% | -99.3% | -41.1% |
| 3M | -43.0% | +38.4% | -81.4% | -42.1% |
| 6M | -44.5% | +12.0% | -56.5% | -43.2% |
| All | -22.6% | -40.5% | +17.9% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling