+332.8%
ESI vs WING
+686.1%
-353.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.3% |
| 7D | +1.8% | -0.5% | +2.4% | +1.9% |
| 30D | -6.6% | +32.3% | -38.9% | -12.2% |
| 3M | -9.4% | +50.2% | -59.5% | -17.7% |
| 6M | -24.1% | +31.7% | -55.8% | -30.0% |
| YTD | +37.1% | -29.6% | +66.8% | +42.7% |
| 1Y | +24.5% | -29.7% | +54.3% | +29.3% |
| 3Y | +83.2% | -19.8% | +102.9% | +72.2% |
| 5Y | +44.0% | +3.1% | +40.9% | +20.9% |
| 10Y | +332.8% | +682.9% | -350.1% | +97.8% |
| All | +332.8% | +686.1% | -353.3% | +97.8% |
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