-53.1%
TE vs WING
+43.1%
-96.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.3% | -0.7% |
| 7D | +0.2% | +7.2% | -7.0% | -1.4% |
| 30D | -5.9% | +4.8% | -10.7% | -7.1% |
| 3M | -45.6% | -23.7% | -21.9% | -42.9% |
| 6M | -43.4% | -43.6% | +0.2% | -36.9% |
| YTD | -31.0% | -50.6% | +19.6% | -21.2% |
| 1Y | +145.2% | -57.0% | +202.2% | +187.6% |
| 3Y | -24.1% | -28.3% | +4.2% | -24.4% |
| 5Y | -48.1% | -32.4% | -15.7% | -53.6% |
| All | -53.1% | +43.1% | -96.2% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling