+259.3%
FWONK vs WING
+412.2%
-152.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | -5.8% | -5.6% | -0.1% | -5.1% |
| 3M | +10.0% | -22.9% | +32.9% | +13.9% |
| 6M | +14.7% | -50.4% | +65.1% | +26.5% |
| YTD | -1.7% | -53.3% | +51.6% | +8.4% |
| 1Y | -4.6% | -61.2% | +56.6% | +7.9% |
| 3Y | +46.7% | -30.1% | +76.7% | +39.9% |
| 5Y | +99.4% | -35.0% | +134.4% | +84.4% |
| 10Y | +345.6% | +375.5% | -30.0% | +155.2% |
| All | +259.3% | +412.2% | -152.9% | +93.9% |
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