-18.3%
TE vs WING
-31.3%
+13.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.8% | +10.0% |
| 7D | +18.2% | -0.1% | +18.4% | +18.2% |
| 30D | -13.5% | -6.0% | -7.5% | -12.6% |
| 3M | -44.6% | -23.5% | -21.1% | -42.2% |
| 6M | -24.7% | -52.0% | +27.3% | -12.6% |
| YTD | -24.3% | -53.8% | +29.5% | -12.1% |
| 1Y | +155.6% | -63.8% | +219.4% | +214.6% |
| 3Y | -18.3% | -30.8% | +12.5% | -25.8% |
| All | -18.3% | -31.3% | +13.0% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling