+405.5%
WING vs IFF
+0.6%
+404.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.5% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -6.0% | -0.3% | -5.7% | -5.8% |
| 3M | -23.5% | +18.6% | -42.0% | -27.6% |
| 6M | -52.0% | +17.4% | -69.3% | -54.8% |
| YTD | -53.8% | +28.5% | -82.3% | -58.0% |
| 1Y | -63.8% | +32.5% | -96.3% | -67.5% |
| 3Y | -30.8% | +34.1% | -64.8% | -38.7% |
| 5Y | -34.3% | -35.2% | +0.9% | -28.5% |
| 10Y | +352.4% | -21.1% | +373.5% | +340.1% |
| All | +405.5% | +0.6% | +404.9% | +332.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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