+197.7%
ECL vs WING
+742.9%
-545.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.4% | -6.4% | +0.7% |
| 7D | -0.5% | +8.6% | -9.1% | -1.9% |
| 30D | +8.8% | +44.8% | -35.9% | +2.2% |
| 3M | +7.8% | +51.9% | -44.1% | -0.1% |
| 6M | +21.3% | +37.2% | -15.9% | +13.5% |
| YTD | +17.8% | -25.3% | +43.1% | +20.2% |
| 1Y | +21.1% | -25.1% | +46.2% | +23.2% |
| 3Y | +80.1% | -12.9% | +93.0% | +67.7% |
| 5Y | +40.5% | +12.0% | +28.5% | +18.2% |
| 10Y | +197.7% | +716.5% | -518.7% | +79.8% |
| All | +197.7% | +742.9% | -545.1% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling