+38.0%
EL vs WING
+405.9%
-367.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.2% |
| 7D | +0.8% | -3.9% | +4.6% | +1.5% |
| 30D | +19.8% | -11.6% | +31.4% | +22.3% |
| 3M | +25.7% | -24.2% | +49.9% | +31.5% |
| 6M | +5.4% | -54.1% | +59.5% | +20.2% |
| YTD | +0.2% | -53.9% | +54.1% | +13.6% |
| 1Y | +20.4% | -64.4% | +84.8% | +41.8% |
| 3Y | -32.1% | -30.2% | -1.9% | -32.1% |
| 5Y | -67.2% | -34.1% | -33.1% | -68.8% |
| 10Y | +31.7% | +342.1% | -310.4% | -7.5% |
| All | +38.0% | +405.9% | -367.9% | -8.3% |
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