+8.7%
EW vs WING
-63.8%
+72.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.5% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -3.3% | -6.0% | +2.7% | -3.1% |
| 3M | +1.0% | -23.5% | +24.5% | +2.3% |
| 6M | +6.2% | -52.0% | +58.2% | +9.5% |
| YTD | +1.7% | -53.8% | +55.5% | +4.1% |
| All | +8.7% | -63.8% | +72.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling