+716.5%
WING vs FIVE
+596.6%
+119.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.6% | +2.8% | +6.7% |
| 7D | +8.6% | +6.2% | +2.4% | +6.6% |
| 30D | +44.8% | +18.2% | +26.6% | +37.7% |
| 3M | +51.9% | +3.8% | +48.1% | +50.2% |
| 6M | +37.2% | +13.7% | +23.5% | +30.7% |
| YTD | -25.3% | +34.7% | -60.0% | -32.8% |
| 1Y | -25.1% | +66.6% | -91.7% | -37.0% |
| 3Y | -12.9% | +44.3% | -57.2% | -28.8% |
| 5Y | +12.0% | +18.8% | -6.8% | -6.4% |
| 10Y | +716.5% | +569.2% | +147.3% | +326.8% |
| All | +716.5% | +596.6% | +119.9% | +326.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling