+515.5%
EWT vs WING
+405.9%
+109.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.0% |
| 7D | +4.0% | -3.9% | +7.8% | +4.5% |
| 30D | +10.3% | -11.6% | +21.9% | +11.7% |
| 3M | +6.1% | -24.2% | +30.3% | +9.2% |
| 6M | +56.6% | -54.1% | +110.7% | +71.4% |
| YTD | +76.6% | -53.9% | +130.5% | +91.7% |
| 1Y | +97.9% | -64.4% | +162.2% | +121.7% |
| 3Y | +198.0% | -30.2% | +228.2% | +192.4% |
| 5Y | +151.8% | -34.1% | +185.9% | +140.5% |
| 10Y | +514.1% | +342.1% | +172.0% | +333.4% |
| All | +515.5% | +405.9% | +109.7% | +316.1% |
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