+121.7%
EW vs WING
+341.7%
-220.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -3.3% | -6.0% | +2.7% | -2.6% |
| 3M | +1.0% | -23.5% | +24.5% | +5.1% |
| 6M | +6.2% | -52.0% | +58.2% | +19.5% |
| YTD | +1.7% | -53.8% | +55.5% | +14.0% |
| 1Y | +8.1% | -63.8% | +71.9% | +26.2% |
| 3Y | +17.1% | -30.8% | +47.9% | +12.3% |
| 5Y | -29.4% | -34.3% | +4.9% | -35.2% |
| 10Y | +121.7% | +352.4% | -230.7% | +36.6% |
| All | +121.7% | +341.7% | -220.0% | +36.6% |
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