+41.8%
ES vs WING
-19.7%
+61.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.9% |
| 7D | +1.9% | +9.0% | -7.2% | +1.9% |
| 30D | +7.1% | +39.9% | -32.9% | +7.3% |
| 3M | -1.9% | +40.4% | -42.4% | -1.7% |
| 6M | +4.4% | +12.9% | -8.5% | +4.5% |
| YTD | +7.3% | -31.1% | +38.4% | +6.7% |
| 1Y | +2.1% | -32.7% | +34.8% | +1.5% |
| 3Y | +41.8% | -19.8% | +61.7% | +23.3% |
| All | +41.8% | -19.7% | +61.5% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling