+175.7%
ECL vs WING
+405.9%
-230.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.6% | -3.9% | +1.2% | -2.0% |
| 30D | -2.2% | -11.6% | +9.4% | -0.5% |
| 3M | +10.1% | -24.2% | +34.3% | +14.4% |
| 6M | -5.7% | -54.1% | +48.3% | +5.5% |
| YTD | +7.0% | -53.9% | +60.9% | +18.5% |
| 1Y | +2.7% | -64.4% | +67.0% | +18.1% |
| 3Y | +57.7% | -30.2% | +87.9% | +52.0% |
| 5Y | +31.1% | -34.1% | +65.3% | +22.1% |
| 10Y | +150.9% | +342.1% | -191.3% | +68.4% |
| All | +175.7% | +405.9% | -230.1% | +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 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