+112.9%
EFX vs WING
+635.9%
-523.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.4% |
| 30D | +25.1% | +29.3% | -4.1% | +18.7% |
| 3M | +1.7% | +39.9% | -38.2% | -5.6% |
| 6M | +18.4% | +32.4% | -14.1% | +10.3% |
| YTD | -12.5% | -32.9% | +20.4% | -8.4% |
| 1Y | -8.1% | -31.9% | +23.8% | -4.4% |
| 3Y | +4.8% | -24.9% | +29.7% | +0.9% |
| 5Y | -30.1% | -0.7% | -29.4% | -39.8% |
| 10Y | +81.5% | +645.9% | -564.5% | +3.8% |
| All | +112.9% | +635.9% | -523.0% | +18.1% |
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