+113.2%
EFX vs WING
+672.3%
-559.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.8% |
| 3M | +3.8% | +50.2% | -46.3% | -4.9% |
| 6M | +13.0% | +31.7% | -18.7% | +5.5% |
| YTD | -12.4% | -29.6% | +17.2% | -9.1% |
| 1Y | -10.4% | -29.7% | +19.3% | -7.3% |
| 3Y | +4.4% | -19.8% | +24.2% | -0.8% |
| 5Y | -28.9% | +3.1% | -32.0% | -39.1% |
| 10Y | +81.7% | +682.9% | -601.2% | +3.1% |
| All | +113.2% | +672.3% | -559.1% | +17.2% |
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 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