+12.9%
EL vs WING
-63.4%
+76.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | +13.7% | -5.6% | +19.3% | +15.1% |
| 3M | +14.5% | -22.9% | +37.4% | +21.7% |
| 6M | +7.4% | -50.4% | +57.8% | +26.9% |
| YTD | -4.7% | -53.3% | +48.6% | +14.2% |
| 1Y | +12.9% | -61.2% | +74.2% | +42.4% |
| All | +12.9% | -63.4% | +76.4% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling