+50.3%
EL vs WING
+719.8%
-669.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.4% | -5.6% | +1.3% |
| 7D | +8.0% | +8.6% | -0.5% | +6.4% |
| 30D | +15.4% | +44.8% | -29.3% | +7.4% |
| 3M | +28.5% | +51.9% | -23.4% | +17.9% |
| 6M | +32.2% | +37.2% | -5.0% | +23.2% |
| YTD | +9.2% | -25.3% | +34.5% | +12.4% |
| 1Y | +30.8% | -25.1% | +55.9% | +34.4% |
| 3Y | +3.7% | -12.9% | +16.6% | -0.5% |
| 5Y | -64.8% | +12.0% | -76.8% | -69.7% |
| 10Y | +60.0% | +716.5% | -656.5% | +0.1% |
| All | +50.3% | +719.8% | -669.5% | -9.2% |
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