+238.8%
EQX vs WING
+106.5%
+132.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +0.9% |
| 7D | -3.2% | +7.2% | -10.4% | -4.1% |
| 30D | +7.8% | +4.8% | +3.0% | +7.0% |
| 3M | +21.3% | -23.7% | +45.0% | +25.0% |
| 6M | -22.4% | -43.6% | +21.2% | -17.3% |
| YTD | -11.3% | -50.6% | +39.3% | -4.4% |
| 1Y | +13.5% | -57.0% | +70.5% | +23.9% |
| 3Y | +162.1% | -28.3% | +190.4% | +151.9% |
| 5Y | +84.2% | -32.4% | +116.6% | +72.1% |
| All | +238.8% | +106.5% | +132.3% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling