-30.8%
WING vs USFR
+14.0%
-44.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | -0.1% | +0.1% | -0.2% | 0.0% |
| 30D | -6.0% | +0.3% | -6.4% | -5.3% |
| 3M | -23.5% | +1.0% | -24.5% | -20.9% |
| 6M | -52.0% | +1.9% | -53.9% | -48.4% |
| YTD | -53.8% | +2.7% | -56.5% | -48.2% |
| 1Y | -63.8% | +4.0% | -67.8% | -56.5% |
| 3Y | -30.8% | +14.0% | -44.8% | +14.3% |
| All | -30.8% | +14.0% | -44.8% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling