+352.4%
WING vs FIVE
+475.1%
-122.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.1% | +3.7% | -3.8% | -1.3% |
| 30D | -6.0% | +4.0% | -10.0% | -7.2% |
| 3M | -23.5% | +36.2% | -59.7% | -30.6% |
| 6M | -52.0% | +18.0% | -70.0% | -55.1% |
| YTD | -53.8% | +34.9% | -88.7% | -58.4% |
| 1Y | -63.8% | +67.9% | -131.7% | -69.7% |
| 3Y | -30.8% | +57.3% | -88.1% | -45.2% |
| 5Y | -34.3% | +39.5% | -73.8% | -47.9% |
| 10Y | +352.4% | +496.4% | -144.0% | +132.7% |
| All | +352.4% | +475.1% | -122.7% | +132.7% |
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