+23.1%
ED vs WING
-33.3%
+56.4%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.1% |
| 7D | -1.7% | -3.9% | +2.2% | -1.8% |
| 30D | +10.7% | +26.6% | -15.9% | +11.2% |
| 3M | +11.6% | +42.5% | -30.9% | +12.4% |
| 6M | +13.5% | +29.4% | -15.9% | +14.7% |
| YTD | +23.1% | -32.8% | +55.9% | +20.1% |
| 1Y | +23.1% | -33.5% | +56.5% | +19.9% |
| All | +23.1% | -33.3% | +56.4% | +19.9% |
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