+24.9%
ESI vs WING
-23.2%
+48.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.7% | -8.4% | -4.9% |
| 7D | -6.6% | +21.0% | -27.5% | -7.7% |
| 30D | -10.9% | +56.9% | -67.8% | -13.7% |
| 3M | -13.8% | +38.4% | -52.2% | -15.9% |
| 6M | -21.5% | +12.0% | -33.5% | -21.8% |
| YTD | +34.7% | -29.2% | +63.9% | +40.2% |
| 1Y | +24.9% | -28.8% | +53.7% | +27.9% |
| All | +24.9% | -23.2% | +48.1% | +27.9% |
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