+197.6%
ECL vs WING
+656.3%
-458.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -0.8% | +9.0% | -9.8% | -2.1% |
| 30D | +8.1% | +39.9% | -31.8% | +2.3% |
| 3M | +6.4% | +40.4% | -34.1% | -0.1% |
| 6M | +14.8% | +12.9% | +1.9% | +11.0% |
| YTD | +15.5% | -31.1% | +46.5% | +19.3% |
| 1Y | +20.1% | -32.7% | +52.8% | +24.4% |
| 3Y | +77.8% | -19.8% | +97.6% | +68.8% |
| 5Y | +37.9% | +4.0% | +33.9% | +19.0% |
| 10Y | +202.7% | +684.4% | -481.8% | +85.7% |
| All | +197.6% | +656.3% | -458.7% | +81.1% |
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