+375.5%
WING vs FDS
+72.8%
+302.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.5% |
| 7D | -2.3% | -8.8% | +6.5% | +1.5% |
| 30D | -5.6% | -1.4% | -4.3% | -5.4% |
| 3M | -22.9% | +13.9% | -36.8% | -28.3% |
| 6M | -50.4% | +27.4% | -77.8% | -56.8% |
| YTD | -53.3% | -2.5% | -50.9% | -54.3% |
| 1Y | -61.2% | -23.8% | -37.4% | -57.3% |
| 3Y | -30.1% | -32.5% | +2.4% | -19.2% |
| 5Y | -35.0% | -23.2% | -11.8% | -29.5% |
| 10Y | +375.5% | +76.4% | +299.1% | +272.6% |
| All | +375.5% | +72.8% | +302.7% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling