+28.3%
EL vs WING
+359.3%
-331.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | +13.7% | -5.6% | +19.3% | +14.7% |
| 3M | +14.5% | -22.9% | +37.4% | +19.5% |
| 6M | +7.4% | -50.4% | +57.8% | +21.0% |
| YTD | -4.7% | -53.3% | +48.6% | +8.0% |
| 1Y | +12.9% | -61.2% | +74.2% | +31.4% |
| 3Y | -32.2% | -30.1% | -2.2% | -32.3% |
| 5Y | -68.4% | -35.0% | -33.4% | -70.1% |
| 10Y | +28.3% | +375.5% | -347.3% | -4.1% |
| All | +28.3% | +359.3% | -331.1% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling