+245.3%
ET vs WING
-33.6%
+278.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +0.6% | -2.3% | +2.9% | +0.8% |
| 30D | +5.3% | -5.6% | +10.9% | +5.6% |
| 3M | +15.6% | -22.9% | +38.6% | +17.3% |
| 6M | +20.6% | -50.4% | +71.0% | +26.1% |
| YTD | +38.5% | -53.3% | +91.9% | +44.9% |
| 1Y | +35.7% | -61.2% | +96.9% | +43.9% |
| 3Y | +98.4% | -30.1% | +128.4% | +89.1% |
| 5Y | +245.3% | -35.0% | +280.3% | +220.7% |
| All | +245.3% | -33.6% | +278.9% | +220.7% |
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