+39.4%
ESI vs WING
+8.7%
+30.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | +0.1% |
| 7D | -6.6% | +5.0% | -11.6% | -7.4% |
| 30D | -9.8% | +38.7% | -48.5% | -15.0% |
| 3M | -11.9% | +44.7% | -56.6% | -18.2% |
| 6M | -25.1% | +31.5% | -56.6% | -29.8% |
| YTD | +31.9% | -28.4% | +60.3% | +36.8% |
| 1Y | +19.2% | -28.2% | +47.4% | +23.2% |
| 3Y | +76.2% | -18.4% | +94.6% | +64.8% |
| 5Y | +39.4% | +5.2% | +34.1% | +20.9% |
| All | +39.4% | +8.7% | +30.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling