+40.7%
ESI vs WING
+405.9%
-365.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +3.3% | -3.9% | +7.2% | +4.2% |
| 30D | -5.9% | -11.6% | +5.7% | -3.9% |
| 3M | -14.1% | -24.2% | +10.1% | -9.7% |
| 6M | +6.6% | -54.1% | +60.6% | +24.6% |
| YTD | +45.0% | -53.9% | +98.9% | +67.3% |
| 1Y | +41.5% | -64.4% | +105.8% | +72.3% |
| 3Y | +78.8% | -30.2% | +109.0% | +70.6% |
| 5Y | +70.9% | -34.1% | +105.0% | +57.2% |
| 10Y | +317.1% | +342.1% | -25.1% | +91.2% |
| All | +40.7% | +405.9% | -365.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling