+97.3%
ES vs WING
+620.3%
-522.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +2.7% | -2.5% | +5.2% | +2.8% |
| 30D | +7.6% | +29.5% | -21.9% | +5.9% |
| 3M | +0.5% | +40.2% | -39.7% | -1.7% |
| 6M | +7.6% | +32.7% | -25.1% | +5.3% |
| YTD | +10.2% | -32.8% | +43.0% | +11.6% |
| 1Y | +1.8% | -31.7% | +33.6% | +2.9% |
| 3Y | +55.4% | -24.7% | +80.1% | +50.9% |
| 5Y | +7.3% | -0.5% | +7.8% | -0.3% |
| All | +97.3% | +620.3% | -522.9% | +62.1% |
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 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