+404.4%
WING vs FIVE
+549.0%
-144.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.5% |
| 7D | -3.9% | +4.3% | -8.1% | -5.1% |
| 30D | -11.6% | +12.5% | -24.1% | -14.8% |
| 3M | -24.2% | +31.2% | -55.4% | -30.5% |
| 6M | -54.1% | +14.4% | -68.4% | -56.6% |
| YTD | -53.9% | +33.9% | -87.8% | -58.4% |
| 1Y | -64.4% | +65.1% | -129.4% | -70.0% |
| 3Y | -30.2% | +49.0% | -79.2% | -43.7% |
| 5Y | -34.1% | +30.3% | -64.4% | -46.6% |
| 10Y | +342.1% | +481.1% | -139.0% | +113.9% |
| All | +404.4% | +549.0% | -144.6% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling