+103.6%
EXE vs WING
-35.4%
+139.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +6.4% | -6.0% | +12.4% | +6.5% |
| 3M | +9.2% | -23.5% | +32.7% | +10.0% |
| 6M | -7.0% | -52.0% | +45.0% | -5.2% |
| YTD | -9.5% | -53.8% | +44.3% | -7.9% |
| 1Y | +6.2% | -63.8% | +70.0% | +9.1% |
| 3Y | +20.7% | -30.8% | +51.5% | +17.1% |
| 5Y | +103.6% | -34.3% | +137.9% | +90.1% |
| All | +103.6% | -35.4% | +139.1% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling