-10.5%
EFX vs WING
-31.3%
+20.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | -5.7% | -6.0% | +0.3% | -5.1% |
| 3M | +2.5% | -23.5% | +26.0% | +5.9% |
| 6M | -16.7% | -52.0% | +35.3% | -8.9% |
| YTD | -20.2% | -53.8% | +33.6% | -13.1% |
| 1Y | -31.4% | -63.8% | +32.4% | -22.9% |
| 3Y | -10.5% | -30.8% | +20.3% | -18.6% |
| All | -10.5% | -31.3% | +20.8% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling