+1,600.6%
EME vs WING
+407.0%
+1,193.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | -5.4% | -6.0% | +0.7% | -4.8% |
| 3M | -6.1% | -23.5% | +17.4% | -3.0% |
| 6M | +9.7% | -52.0% | +61.6% | +21.4% |
| YTD | +26.6% | -53.8% | +80.4% | +39.4% |
| 1Y | +24.6% | -63.8% | +88.4% | +42.8% |
| 3Y | +249.6% | -30.8% | +280.4% | +245.2% |
| 5Y | +556.6% | -34.3% | +590.8% | +525.1% |
| 10Y | +1,286.6% | +352.4% | +934.2% | +786.4% |
| All | +1,600.6% | +407.0% | +1,193.6% | +927.7% |
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