+3.1%
WING vs USFR
+21.4%
-18.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.1% |
| 30D | +32.3% | +0.4% | +31.9% | +35.0% |
| 3M | +50.2% | +1.1% | +49.1% | +59.8% |
| 6M | +31.7% | +2.1% | +29.6% | +50.1% |
| YTD | -29.6% | +3.4% | -33.1% | -10.8% |
| 1Y | -29.7% | +4.1% | -33.8% | -6.4% |
| 3Y | -19.8% | +14.4% | -34.2% | +113.0% |
| 5Y | +3.1% | +21.4% | -18.4% | +378.0% |
| All | +3.1% | +21.4% | -18.3% | +378.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling