-64.4%
WING vs FIVE
+66.7%
-131.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.3% |
| 7D | -3.9% | +4.3% | -8.1% | -4.9% |
| 30D | -11.6% | +12.5% | -24.1% | -14.2% |
| 3M | -24.2% | +31.2% | -55.4% | -29.4% |
| 6M | -54.1% | +14.4% | -68.4% | -56.0% |
| YTD | -53.9% | +33.9% | -87.8% | -58.5% |
| 1Y | -64.4% | +65.1% | -129.4% | -71.1% |
| All | -64.4% | +66.7% | -131.0% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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