-2.1%
EME vs WING
-23.2%
+21.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.7% | -13.4% | -9.6% |
| 7D | -5.8% | +21.0% | -26.8% | -5.7% |
| 30D | -17.9% | +56.9% | -74.8% | -17.7% |
| 3M | -22.0% | +38.4% | -60.3% | -21.9% |
| 6M | -29.7% | +12.0% | -41.7% | -29.8% |
| YTD | +4.7% | -29.2% | +34.0% | +1.6% |
| 1Y | -2.1% | -28.8% | +26.7% | -6.4% |
| All | -2.1% | -23.2% | +21.1% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling