+243.1%
EMR vs WING
+405.9%
-162.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -1.5% | -3.9% | +2.3% | -0.9% |
| 30D | -5.6% | -11.6% | +6.0% | -3.9% |
| 3M | +7.9% | -24.2% | +32.1% | +12.3% |
| 6M | +6.0% | -54.1% | +60.1% | +20.0% |
| YTD | +16.4% | -53.9% | +70.4% | +30.9% |
| 1Y | +16.6% | -64.4% | +81.0% | +36.3% |
| 3Y | +62.9% | -30.2% | +93.1% | +59.9% |
| 5Y | +60.1% | -34.1% | +94.2% | +52.7% |
| 10Y | +268.8% | +342.1% | -73.4% | +122.0% |
| All | +243.1% | +405.9% | -162.8% | +97.2% |
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