+163.1%
ET vs WING
+620.3%
-457.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | -2.5% | +5.0% | +2.8% |
| 30D | -2.5% | +29.5% | -32.0% | -5.8% |
| 3M | -4.9% | +40.2% | -45.0% | -9.4% |
| 6M | -0.1% | +32.7% | -32.8% | -4.9% |
| YTD | +26.2% | -32.8% | +59.0% | +29.8% |
| 1Y | +25.2% | -31.7% | +56.9% | +28.0% |
| 3Y | +84.2% | -24.7% | +108.9% | +75.7% |
| 5Y | +216.1% | -0.5% | +216.5% | +175.2% |
| All | +163.1% | +620.3% | -457.1% | +40.0% |
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 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