-79.9%
TE vs WING
+94.6%
-174.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.5% | -3.0% | -6.5% |
| 7D | -13.6% | -3.9% | -9.7% | -12.9% |
| 30D | -37.7% | +26.6% | -64.3% | -41.1% |
| 3M | -59.8% | +42.5% | -102.3% | -63.2% |
| 6M | -66.3% | +29.4% | -95.7% | -69.0% |
| YTD | -70.5% | -32.8% | -37.7% | -68.8% |
| 1Y | -48.8% | -33.5% | -15.4% | -45.8% |
| 3Y | +31.3% | -23.4% | +54.7% | +28.7% |
| 5Y | -82.0% | -0.4% | -81.6% | -85.1% |
| All | -79.9% | +94.6% | -174.6% | -83.6% |
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