+654.1%
WING vs FIVE
+518.4%
+135.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | +39.9% | +17.7% | +22.3% | +33.3% |
| 3M | +40.4% | +4.0% | +36.4% | +38.6% |
| 6M | +12.9% | +2.6% | +10.3% | +10.9% |
| YTD | -31.1% | +27.6% | -58.7% | -37.0% |
| 1Y | -32.7% | +59.9% | -92.7% | -42.7% |
| 3Y | -19.8% | +35.8% | -55.6% | -33.3% |
| 5Y | +4.0% | +14.4% | -10.5% | -12.2% |
| 10Y | +684.4% | +576.1% | +108.3% | +263.8% |
| All | +654.1% | +518.4% | +135.7% | +272.0% |
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