-63.8%
WING vs FIVE
+65.4%
-129.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.1% | +3.7% | -3.8% | -1.1% |
| 30D | -6.0% | +4.0% | -10.0% | -7.0% |
| 3M | -23.5% | +36.2% | -59.7% | -29.4% |
| 6M | -52.0% | +18.0% | -70.0% | -54.6% |
| YTD | -53.8% | +34.9% | -88.7% | -58.4% |
| 1Y | -63.8% | +67.9% | -131.7% | -70.9% |
| All | -63.8% | +65.4% | -129.2% | -70.9% |
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