-34.3%
WING vs FDS
-20.4%
-13.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.9% |
| 7D | -0.1% | -5.4% | +5.2% | +2.0% |
| 30D | -6.0% | +1.6% | -7.6% | -6.9% |
| 3M | -23.5% | +17.7% | -41.2% | -29.3% |
| 6M | -52.0% | +29.1% | -81.0% | -58.0% |
| YTD | -53.8% | +1.0% | -54.8% | -54.4% |
| 1Y | -63.8% | -21.6% | -42.2% | -58.6% |
| 3Y | -30.8% | -30.1% | -0.7% | -17.4% |
| 5Y | -34.3% | -20.7% | -13.5% | -22.4% |
| All | -34.3% | -20.4% | -13.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling