+131.4%
ES vs WING
+667.7%
-536.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.1% |
| 7D | +5.9% | +14.0% | -8.1% | +5.2% |
| 30D | +10.2% | +47.7% | -37.5% | +7.8% |
| 3M | +0.4% | +34.2% | -33.8% | -1.5% |
| 6M | +6.9% | +13.6% | -6.7% | +5.6% |
| YTD | +10.5% | -30.0% | +40.6% | +11.7% |
| 1Y | +3.2% | -33.9% | +37.1% | +4.6% |
| 3Y | +49.0% | -18.7% | +67.7% | +44.4% |
| 5Y | +4.5% | +5.5% | -1.1% | -2.8% |
| 10Y | +92.3% | +696.2% | -603.9% | +53.4% |
| All | +131.4% | +667.7% | -536.3% | +84.5% |
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