+404.4%
WING vs FDS
+105.8%
+298.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.6% |
| 7D | -3.9% | -1.9% | -1.9% | -3.2% |
| 30D | -11.6% | +9.0% | -20.6% | -15.0% |
| 3M | -24.2% | +18.9% | -43.0% | -30.8% |
| 6M | -54.1% | +35.1% | -89.2% | -61.0% |
| YTD | -53.9% | +5.5% | -59.4% | -56.4% |
| 1Y | -64.4% | -16.8% | -47.5% | -62.3% |
| 3Y | -30.2% | -28.1% | -2.1% | -21.5% |
| 5Y | -34.1% | -17.4% | -16.7% | -30.8% |
| 10Y | +342.1% | +85.4% | +256.7% | +218.0% |
| All | +404.4% | +105.8% | +298.6% | +233.8% |
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