+58.2%
ECL vs WING
-29.7%
+87.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.6% | -3.9% | +1.2% | -2.3% |
| 30D | -2.2% | -11.6% | +9.4% | -1.2% |
| 3M | +10.1% | -24.2% | +34.3% | +12.6% |
| 6M | -5.7% | -54.1% | +48.3% | +0.4% |
| YTD | +7.0% | -53.9% | +60.9% | +13.2% |
| 1Y | +2.7% | -64.4% | +67.0% | +11.1% |
| All | +58.2% | -29.7% | +87.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling