-80.6%
TE vs WING
+2.4%
-83.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.4% |
| 7D | -22.0% | -0.5% | -21.4% | -21.9% |
| 30D | -33.6% | +32.3% | -65.9% | -39.4% |
| 3M | -61.1% | +50.2% | -111.2% | -66.0% |
| 6M | -64.7% | +31.7% | -96.4% | -68.7% |
| YTD | -68.1% | -29.6% | -38.5% | -66.1% |
| 1Y | -51.7% | -29.7% | -22.0% | -48.8% |
| 3Y | +42.0% | -19.8% | +61.8% | +27.0% |
| All | -80.6% | +2.4% | -83.0% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling