+41.5%
ESI vs WING
-65.5%
+107.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +3.3% | -3.9% | +7.2% | +3.6% |
| 30D | -5.9% | -11.6% | +5.7% | -4.9% |
| 3M | -14.1% | -24.2% | +10.1% | -11.9% |
| 6M | +6.6% | -54.1% | +60.6% | +17.4% |
| YTD | +45.0% | -53.9% | +98.9% | +57.7% |
| 1Y | +41.5% | -64.4% | +105.8% | +66.0% |
| All | +41.5% | -65.5% | +107.0% | +66.0% |
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