-75.0%
FRSH vs WING
-35.6%
-39.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | -0.8% | -0.5% | -0.4% | -1.2% |
| 3M | +26.4% | -23.9% | +50.3% | +35.7% |
| 6M | +48.4% | -48.9% | +97.3% | +79.2% |
| YTD | -3.1% | -53.3% | +50.2% | +18.8% |
| 1Y | -8.7% | -60.3% | +51.6% | +17.2% |
| 3Y | -45.8% | -30.1% | -15.7% | -55.8% |
| All | -75.0% | -35.6% | -39.5% | -79.7% |
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 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