+3.7%
EL vs WING
-13.5%
+17.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.4% | -5.6% | +1.2% |
| 7D | +8.0% | +8.6% | -0.5% | +6.3% |
| 30D | +15.4% | +44.8% | -29.3% | +6.9% |
| 3M | +28.5% | +51.9% | -23.4% | +17.3% |
| 6M | +32.2% | +37.2% | -5.0% | +22.7% |
| YTD | +9.2% | -25.3% | +34.5% | +12.3% |
| 1Y | +30.8% | -25.1% | +55.9% | +34.3% |
| 3Y | +3.7% | -12.9% | +16.6% | -13.9% |
| All | +3.7% | -13.5% | +17.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling