-35.0%
WING vs USFR
+20.4%
-55.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | +0.1% | -2.3% | -1.9% |
| 30D | -5.6% | +0.3% | -5.9% | -4.1% |
| 3M | -22.9% | +1.0% | -23.9% | -18.2% |
| 6M | -50.4% | +1.9% | -52.4% | -44.0% |
| YTD | -53.3% | +2.7% | -56.0% | -44.5% |
| 1Y | -61.2% | +4.0% | -65.2% | -49.6% |
| 3Y | -30.1% | +14.0% | -44.1% | +64.0% |
| 5Y | -35.0% | +20.4% | -55.4% | +127.4% |
| All | -35.0% | +20.4% | -55.4% | +127.4% |
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