+670.1%
WING vs USFR
+28.9%
+641.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +32.3% | +0.4% | +31.9% | +32.0% |
| 3M | +50.2% | +1.1% | +49.1% | +49.1% |
| 6M | +31.7% | +2.1% | +29.6% | +29.9% |
| YTD | -29.6% | +3.4% | -33.1% | -31.2% |
| 1Y | -29.7% | +4.1% | -33.8% | -31.5% |
| 3Y | -19.8% | +14.4% | -34.2% | -27.2% |
| 5Y | +3.1% | +21.4% | -18.4% | -11.5% |
| 10Y | +682.9% | +28.5% | +654.4% | +528.9% |
| All | +670.1% | +28.9% | +641.2% | +518.6% |
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