+203.4%
ET vs WING
+9.2%
+194.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.4% |
| 7D | -4.4% | +8.6% | -13.0% | -4.9% |
| 30D | -4.8% | +44.8% | -49.5% | -7.0% |
| 3M | -3.4% | +51.9% | -55.4% | -6.3% |
| 6M | +2.2% | +37.2% | -35.0% | -0.5% |
| YTD | +24.2% | -25.3% | +49.5% | +25.9% |
| 1Y | +24.5% | -25.1% | +49.6% | +25.9% |
| 3Y | +83.6% | -12.9% | +96.5% | +75.0% |
| 5Y | +203.4% | +12.0% | +191.4% | +159.2% |
| All | +203.4% | +9.2% | +194.2% | +159.2% |
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 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