+43.8%
EAT vs WING
+30.0%
+13.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.2% |
| 7D | -8.9% | -0.5% | -8.4% | -8.9% |
| 30D | +3.4% | +32.3% | -28.9% | -2.4% |
| 3M | -9.3% | +50.2% | -59.5% | -16.1% |
| 6M | +43.8% | +31.7% | +12.1% | +34.3% |
| All | +43.8% | +30.0% | +13.8% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 6mo: compounded portfolio wealth divided by compounded WING 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…
6mo analysis · Full analysis span regression · 6 months rolling