+44.8%
ET vs WING
+637.7%
-592.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.5% |
| 7D | +3.0% | -3.9% | +6.9% | +3.5% |
| 30D | -3.5% | +26.6% | -30.1% | -7.3% |
| 3M | -5.6% | +42.5% | -48.1% | -11.5% |
| 6M | +0.5% | +29.4% | -28.9% | -5.2% |
| YTD | +26.3% | -32.8% | +59.1% | +30.6% |
| 1Y | +25.7% | -33.5% | +59.1% | +29.7% |
| 3Y | +85.1% | -23.4% | +108.5% | +73.7% |
| 5Y | +216.4% | -0.4% | +216.8% | +166.6% |
| 10Y | +160.9% | +647.8% | -486.9% | -1.4% |
| All | +44.8% | +637.7% | -592.9% | -48.3% |
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