+301.7%
ELF vs WING
+620.3%
-318.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +1.6% | -2.5% | +4.1% | +2.2% |
| 30D | +9.1% | +29.5% | -20.4% | +1.5% |
| 3M | +28.2% | +40.2% | -12.0% | +15.5% |
| 6M | +119.5% | +32.7% | +86.8% | +99.1% |
| YTD | +55.2% | -32.8% | +88.0% | +66.1% |
| 1Y | +58.6% | -31.7% | +90.3% | +68.5% |
| 3Y | +21.3% | -24.7% | +46.0% | +21.9% |
| 5Y | +276.2% | -0.5% | +276.7% | +231.4% |
| All | +301.7% | +620.3% | -318.6% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling