+320.7%
ESI vs WING
+359.3%
-38.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +3.9% | -2.3% | +6.2% | +4.4% |
| 30D | -3.8% | -5.6% | +1.9% | -3.1% |
| 3M | -13.1% | -22.9% | +9.8% | -9.3% |
| 6M | +11.3% | -50.4% | +61.8% | +27.0% |
| YTD | +44.1% | -53.3% | +97.4% | +64.5% |
| 1Y | +40.3% | -61.2% | +101.6% | +66.0% |
| 3Y | +84.1% | -30.1% | +114.1% | +76.2% |
| 5Y | +75.8% | -35.0% | +110.8% | +63.2% |
| 10Y | +320.7% | +375.5% | -54.8% | +102.3% |
| All | +320.7% | +359.3% | -38.6% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling