-25.0%
WING vs FIVE
+63.1%
-88.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.6% | +2.8% | +6.8% |
| 7D | +8.6% | +6.2% | +2.4% | +6.8% |
| 30D | +44.8% | +18.2% | +26.6% | +38.8% |
| 3M | +51.9% | +3.8% | +48.1% | +50.5% |
| 6M | +37.2% | +13.7% | +23.5% | +33.3% |
| YTD | -25.3% | +34.7% | -60.0% | -30.9% |
| All | -25.0% | +63.1% | -88.2% | -35.1% |
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