+313.8%
ELF vs WING
+371.9%
-58.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +5.4% | -3.9% | +9.2% | +6.4% |
| 30D | +27.0% | -11.6% | +38.6% | +30.3% |
| 3M | +113.2% | -24.2% | +137.4% | +127.0% |
| 6M | +36.6% | -54.1% | +90.6% | +65.0% |
| YTD | +44.2% | -53.9% | +98.1% | +72.2% |
| 1Y | -18.0% | -64.4% | +46.4% | +4.4% |
| 3Y | -19.9% | -30.2% | +10.3% | -17.0% |
| 5Y | +257.7% | -34.1% | +291.8% | +252.4% |
| All | +313.8% | +371.9% | -58.0% | +159.0% |
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