-34.6%
ELAN vs WING
+95.5%
-130.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -4.6% | -2.3% | -2.3% | -4.1% |
| 30D | +5.7% | -5.6% | +11.3% | +6.7% |
| 3M | -3.9% | -22.9% | +19.0% | +0.8% |
| 6M | -1.6% | -50.4% | +48.8% | +11.9% |
| YTD | +4.1% | -53.3% | +57.4% | +18.3% |
| 1Y | +25.5% | -61.2% | +86.8% | +47.3% |
| 3Y | +103.2% | -30.1% | +133.3% | +92.5% |
| 5Y | -29.8% | -35.0% | +5.2% | -35.6% |
| All | -34.6% | +95.5% | -130.1% | -62.3% |
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