+321.4%
EAT vs WING
+656.3%
-334.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.3% |
| 7D | -2.6% | +9.0% | -11.7% | -5.9% |
| 30D | +11.5% | +39.9% | -28.5% | -2.1% |
| 3M | -9.1% | +40.4% | -49.5% | -21.7% |
| 6M | +40.4% | +12.9% | +27.5% | +29.4% |
| YTD | +43.9% | -31.1% | +75.0% | +57.2% |
| 1Y | +101.9% | -32.7% | +134.7% | +121.7% |
| 3Y | +489.9% | -19.8% | +509.7% | +436.4% |
| 5Y | +362.6% | +4.0% | +358.7% | +249.2% |
| 10Y | +385.7% | +684.4% | -298.7% | +68.8% |
| All | +321.4% | +656.3% | -334.9% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling