+178.5%
EXE vs WING
-29.4%
+207.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | -3.9% | +3.6% | -0.1% |
| 30D | +8.5% | -11.6% | +20.0% | +8.8% |
| 3M | +5.5% | -24.2% | +29.7% | +6.2% |
| 6M | -5.9% | -54.1% | +48.2% | -3.8% |
| YTD | -9.7% | -53.9% | +44.2% | -8.1% |
| 1Y | +3.6% | -64.4% | +67.9% | +6.7% |
| 3Y | +18.0% | -30.2% | +48.2% | +14.6% |
| 5Y | +109.4% | -34.1% | +143.5% | +100.1% |
| All | +178.5% | -29.4% | +207.9% | +161.3% |
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