-30.4%
ELAN vs WING
-33.2%
+2.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.6% | +0.3% |
| 7D | -5.4% | +7.2% | -12.7% | -6.6% |
| 30D | +4.7% | +4.8% | -0.1% | +3.7% |
| 3M | -3.7% | -23.7% | +20.0% | +0.5% |
| 6M | -1.2% | -43.6% | +42.4% | +8.1% |
| YTD | +2.4% | -50.6% | +53.0% | +13.3% |
| 1Y | +23.4% | -57.0% | +80.4% | +39.3% |
| 3Y | +96.7% | -28.3% | +125.0% | +81.9% |
| All | -30.4% | -33.2% | +2.8% | -40.1% |
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