+67.3%
ED vs WING
-35.4%
+102.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.5% | -0.1% | +0.7% | +0.5% |
| 30D | +1.1% | -6.0% | +7.1% | +1.1% |
| 3M | +4.6% | -23.5% | +28.1% | +4.7% |
| 6M | -2.0% | -52.0% | +50.0% | -1.9% |
| YTD | +11.7% | -53.8% | +65.5% | +11.7% |
| 1Y | +15.7% | -63.8% | +79.5% | +16.0% |
| 3Y | +34.4% | -30.8% | +65.1% | +29.5% |
| 5Y | +67.3% | -34.3% | +101.6% | +53.0% |
| All | +67.3% | -35.4% | +102.8% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling