+125.9%
ES vs WING
+405.9%
-279.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.3% | -3.9% | +4.1% | +0.5% |
| 30D | -2.0% | -11.6% | +9.6% | -1.4% |
| 3M | +1.7% | -24.2% | +25.9% | +3.0% |
| 6M | -3.5% | -54.1% | +50.5% | +0.3% |
| YTD | +7.9% | -53.9% | +61.8% | +11.7% |
| 1Y | +17.2% | -64.4% | +81.5% | +23.0% |
| 3Y | +29.3% | -30.2% | +59.5% | +25.4% |
| 5Y | -5.7% | -34.1% | +28.4% | -9.8% |
| 10Y | +85.2% | +342.1% | -256.9% | +52.6% |
| All | +125.9% | +405.9% | -279.9% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling