-28.9%
EFX vs WING
+3.2%
-32.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | +27.9% | +32.3% | -4.4% | +20.4% |
| 3M | +3.8% | +50.2% | -46.3% | -5.3% |
| 6M | +13.0% | +31.7% | -18.7% | +5.1% |
| YTD | -12.4% | -29.6% | +17.2% | -8.7% |
| 1Y | -10.4% | -29.7% | +19.3% | -6.9% |
| 3Y | +4.4% | -19.8% | +24.2% | -5.3% |
| 5Y | -28.9% | +3.1% | -32.0% | -44.3% |
| All | -28.9% | +3.2% | -32.1% | -44.3% |
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