-3.4%
ES vs WING
-34.0%
+30.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +0.3% | -3.9% | +4.1% | +0.4% |
| 30D | -2.0% | -11.6% | +9.6% | -1.7% |
| 3M | +1.7% | -24.2% | +25.9% | +2.3% |
| 6M | -3.5% | -54.1% | +50.5% | -1.7% |
| YTD | +7.9% | -53.9% | +61.8% | +9.7% |
| 1Y | +17.2% | -64.4% | +81.5% | +20.1% |
| 3Y | +29.3% | -30.2% | +59.5% | +23.2% |
| All | -3.4% | -34.0% | +30.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling