-36.6%
EFX vs WING
-33.6%
-3.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -9.4% | -2.3% | -7.1% | -9.0% |
| 30D | -6.9% | -5.6% | -1.3% | -6.1% |
| 3M | +0.1% | -22.9% | +23.0% | +4.8% |
| 6M | -17.3% | -50.4% | +33.1% | -5.8% |
| YTD | -21.8% | -53.3% | +31.5% | -11.0% |
| 1Y | -32.5% | -61.2% | +28.7% | -20.6% |
| 3Y | -12.3% | -30.1% | +17.7% | -19.8% |
| 5Y | -36.6% | -35.0% | -1.6% | -46.2% |
| All | -36.6% | -33.6% | -3.0% | -46.2% |
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 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