-67.4%
EL vs WING
-35.4%
-31.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +15.5% | -6.0% | +21.5% | +16.7% |
| 3M | +20.6% | -23.5% | +44.0% | +26.6% |
| 6M | +10.5% | -52.0% | +62.5% | +26.9% |
| YTD | -1.9% | -53.8% | +51.9% | +12.9% |
| 1Y | +16.1% | -63.8% | +79.9% | +39.0% |
| 3Y | -30.2% | -30.8% | +0.5% | -32.1% |
| 5Y | -67.4% | -34.3% | -33.1% | -71.5% |
| All | -67.4% | -35.4% | -31.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling