+2.1%
ECL vs WING
-64.3%
+66.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.8% | -0.1% | -0.6% | -0.8% |
| 30D | -2.5% | -6.0% | +3.6% | -2.1% |
| 3M | +8.3% | -23.5% | +31.8% | +10.5% |
| 6M | -1.1% | -52.0% | +50.9% | +3.3% |
| YTD | +6.5% | -53.8% | +60.3% | +10.4% |
| 1Y | +2.1% | -63.8% | +65.9% | +6.6% |
| All | +2.1% | -64.3% | +66.4% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling