-28.8%
WING vs FIVE
+63.3%
-92.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.7% | -3.0% | +2.0% |
| 7D | +21.0% | +7.5% | +13.5% | +18.7% |
| 30D | +56.9% | +16.7% | +40.2% | +50.9% |
| 3M | +38.4% | +13.4% | +25.0% | +35.0% |
| 6M | +12.0% | +9.0% | +2.9% | +10.4% |
| YTD | -29.2% | +33.8% | -63.0% | -34.5% |
| 1Y | -28.8% | +61.2% | -90.0% | -38.8% |
| All | -28.8% | +63.3% | -92.1% | -38.8% |
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