-61.2%
WING vs FDS
-23.8%
-37.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.4% |
| 7D | -2.3% | -8.8% | +6.5% | -1.3% |
| 30D | -5.6% | -1.4% | -4.3% | -5.6% |
| 3M | -22.9% | +13.9% | -36.8% | -24.0% |
| 6M | -50.4% | +27.4% | -77.8% | -51.9% |
| YTD | -53.3% | -2.5% | -50.9% | -53.1% |
| 1Y | -61.2% | -23.8% | -37.4% | -61.0% |
| All | -61.2% | -23.8% | -37.4% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling