+0.3%
ES vs WING
-25.3%
+25.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -0.6% |
| 7D | -0.1% | +8.6% | -8.6% | -0.2% |
| 30D | +5.7% | +44.8% | -39.0% | +5.3% |
| 3M | -2.8% | +51.9% | -54.7% | -3.3% |
| 6M | +7.0% | +37.2% | -30.3% | +6.7% |
| YTD | +6.8% | -25.3% | +32.1% | +5.2% |
| All | +0.3% | -25.3% | +25.6% | -1.3% |
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