+134.3%
ED vs WING
+742.9%
-608.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | -0.3% |
| 7D | -0.1% | +8.6% | -8.6% | -0.2% |
| 30D | +11.6% | +44.8% | -33.2% | +10.7% |
| 3M | +10.5% | +51.9% | -41.4% | +9.5% |
| 6M | +13.2% | +37.2% | -24.0% | +12.3% |
| YTD | +22.1% | -25.3% | +47.4% | +22.4% |
| 1Y | +24.2% | -25.1% | +49.3% | +24.3% |
| 3Y | +46.9% | -12.9% | +59.8% | +43.8% |
| 5Y | +80.8% | +12.0% | +68.8% | +72.9% |
| 10Y | +134.3% | +716.5% | -582.2% | +98.3% |
| All | +134.3% | +742.9% | -608.6% | +98.3% |
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