+150.1%
EXE vs WING
+9.7%
+140.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +2.4% |
| 7D | -2.2% | +5.0% | -7.2% | -2.3% |
| 30D | -0.3% | +38.7% | -39.0% | -1.1% |
| 3M | -9.3% | +44.7% | -54.0% | -10.2% |
| 6M | -7.2% | +31.5% | -38.7% | -8.0% |
| YTD | -18.9% | -28.4% | +9.5% | -18.4% |
| 1Y | -21.7% | -28.2% | +6.5% | -21.3% |
| 3Y | +21.0% | -18.4% | +39.4% | +18.5% |
| 5Y | +76.0% | +5.2% | +70.7% | +65.6% |
| All | +150.1% | +9.7% | +140.5% | +131.9% |
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