+619.8%
WING vs FIVE
+505.3%
+114.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.0% |
| 7D | -3.9% | +2.4% | -6.3% | -4.5% |
| 30D | +26.6% | +15.8% | +10.8% | +21.3% |
| 3M | +42.5% | +3.8% | +38.7% | +41.0% |
| 6M | +29.4% | +18.5% | +10.9% | +21.8% |
| YTD | -32.8% | +31.2% | -64.0% | -39.0% |
| 1Y | -33.5% | +61.8% | -95.3% | -43.5% |
| 3Y | -23.4% | +39.9% | -63.3% | -36.7% |
| 5Y | -0.4% | +18.3% | -18.7% | -16.7% |
| All | +619.8% | +505.3% | +114.5% | +272.7% |
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