+57.4%
ET vs WING
+405.9%
-348.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.9% | -3.9% | +4.7% | +1.5% |
| 30D | +7.5% | -11.6% | +19.0% | +9.2% |
| 3M | +11.4% | -24.2% | +35.6% | +15.4% |
| 6M | +18.5% | -54.1% | +72.6% | +32.2% |
| YTD | +37.4% | -53.9% | +91.3% | +51.6% |
| 1Y | +30.9% | -64.4% | +95.3% | +50.2% |
| 3Y | +98.7% | -30.2% | +128.9% | +86.1% |
| 5Y | +230.7% | -34.1% | +264.8% | +198.8% |
| 10Y | +175.6% | +342.1% | -166.6% | +18.7% |
| All | +57.4% | +405.9% | -348.4% | -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 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