+338.3%
ELF vs WING
+605.5%
-267.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.1% |
| 7D | +4.0% | +9.0% | -5.1% | +1.5% |
| 30D | +10.6% | +39.9% | -29.4% | +0.8% |
| 3M | +25.8% | +40.4% | -14.6% | +13.4% |
| 6M | +89.1% | +12.9% | +76.2% | +79.0% |
| YTD | +52.7% | -31.1% | +83.8% | +62.5% |
| 1Y | +51.7% | -32.7% | +84.4% | +62.1% |
| 3Y | +14.2% | -19.8% | +34.0% | +13.0% |
| 5Y | +270.7% | +4.0% | +266.7% | +223.0% |
| 10Y | +341.9% | +684.4% | -342.5% | +143.0% |
| All | +338.3% | +605.5% | -267.2% | +144.4% |
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