+683.2%
WING vs FDS
+122.1%
+561.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +5.0% | -2.0% | +6.9% | +5.8% |
| 30D | +38.7% | +13.5% | +25.2% | +31.4% |
| 3M | +44.7% | +15.2% | +29.6% | +34.9% |
| 6M | +31.5% | +47.0% | -15.6% | +8.0% |
| YTD | -28.4% | +13.9% | -42.3% | -35.0% |
| 1Y | -28.2% | +25.2% | -53.3% | -38.3% |
| 3Y | -18.4% | -25.3% | +6.9% | -9.9% |
| 5Y | +5.2% | -23.3% | +28.5% | +14.1% |
| 10Y | +699.8% | +126.0% | +573.8% | +422.2% |
| All | +683.2% | +122.1% | +561.1% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling