+214.3%
ELV vs WING
+637.4%
-423.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.0% | -2.5% | +3.5% | +1.1% |
| 30D | +0.4% | +29.5% | -29.2% | -2.9% |
| 3M | +8.4% | +40.2% | -31.8% | +3.5% |
| 6M | +8.4% | +32.7% | -24.3% | +3.7% |
| YTD | +24.4% | -32.8% | +57.2% | +27.7% |
| 1Y | +33.5% | -31.7% | +65.2% | +36.4% |
| 3Y | -2.1% | -24.7% | +22.6% | -5.2% |
| 5Y | +5.8% | -0.5% | +6.3% | -5.1% |
| 10Y | +268.9% | +647.5% | -378.6% | +124.4% |
| All | +214.3% | +637.4% | -423.1% | +84.1% |
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 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