-6.7%
EFX vs WING
-23.2%
+16.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +1.9% |
| 7D | +9.2% | +21.0% | -11.8% | +6.6% |
| 30D | +34.8% | +56.9% | -22.1% | +27.4% |
| 3M | +8.8% | +38.4% | -29.5% | +4.2% |
| 6M | +12.3% | +12.0% | +0.3% | +10.3% |
| YTD | -10.6% | -29.2% | +18.6% | -9.3% |
| 1Y | -6.7% | -28.8% | +22.1% | -6.2% |
| All | -6.7% | -23.2% | +16.5% | -6.2% |
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