+179.5%
ED vs WING
+405.9%
-226.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | -0.2% | -3.9% | +3.7% | -0.1% |
| 30D | -0.1% | -11.6% | +11.4% | +0.1% |
| 3M | +3.9% | -24.2% | +28.1% | +4.4% |
| 6M | -3.0% | -54.1% | +51.0% | -1.7% |
| YTD | +10.7% | -53.9% | +64.6% | +12.0% |
| 1Y | +13.3% | -64.4% | +77.7% | +15.4% |
| 3Y | +34.5% | -30.2% | +64.7% | +31.7% |
| 5Y | +67.1% | -34.1% | +101.3% | +62.4% |
| 10Y | +103.0% | +342.1% | -239.1% | +79.3% |
| All | +179.5% | +405.9% | -226.4% | +149.0% |
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 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