+370.2%
WING vs USFR
+28.0%
+342.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | -0.5% | +0.3% | -0.8% | -0.1% |
| 3M | -23.9% | +1.0% | -24.8% | -23.1% |
| 6M | -48.9% | +1.9% | -50.8% | -47.8% |
| YTD | -53.3% | +2.7% | -56.0% | -52.0% |
| 1Y | -60.3% | +4.0% | -64.3% | -58.5% |
| 3Y | -30.1% | +14.1% | -44.2% | -21.2% |
| 5Y | -36.2% | +20.5% | -56.7% | -26.2% |
| All | +370.2% | +28.0% | +342.1% | +439.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling