+404.4%
WING vs USFR
+27.9%
+376.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.9% | +0.1% | -3.9% | -3.9% |
| 30D | -11.6% | +0.3% | -11.9% | -11.7% |
| 3M | -24.2% | +1.0% | -25.2% | -24.7% |
| 6M | -54.1% | +1.9% | -56.0% | -54.6% |
| YTD | -53.9% | +2.6% | -56.5% | -54.7% |
| 1Y | -64.4% | +4.0% | -68.4% | -65.2% |
| 3Y | -30.2% | +14.1% | -44.3% | -36.6% |
| 5Y | -34.1% | +20.4% | -54.5% | -43.1% |
| 10Y | +342.1% | +28.0% | +314.1% | +254.8% |
| All | +404.4% | +27.9% | +376.5% | +307.4% |
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 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