+635.2%
WING vs USFR
+28.9%
+606.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +29.5% | +0.4% | +29.2% | +29.2% |
| 3M | +40.2% | +1.1% | +39.1% | +39.2% |
| 6M | +32.7% | +2.0% | +30.7% | +31.0% |
| YTD | -32.8% | +3.5% | -36.3% | -34.3% |
| 1Y | -31.7% | +4.1% | -35.8% | -33.5% |
| 3Y | -24.7% | +14.4% | -39.1% | -31.7% |
| 5Y | -0.5% | +21.4% | -21.9% | -14.5% |
| 10Y | +647.5% | +28.6% | +618.9% | +500.4% |
| All | +635.2% | +28.9% | +606.3% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling