-57.0%
WING vs USFR
+4.1%
-61.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.9% | +5.1% |
| 7D | +7.2% | +0.1% | +7.1% | +5.9% |
| 30D | +4.8% | +0.4% | +4.4% | +2.0% |
| 3M | -23.7% | +1.0% | -24.7% | -25.8% |
| 6M | -43.6% | +2.0% | -45.6% | -43.9% |
| YTD | -50.6% | +2.8% | -53.3% | -41.5% |
| 1Y | -57.0% | +4.1% | -61.1% | -32.0% |
| All | -57.0% | +4.1% | -61.1% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling