-53.2%
TE vs WING
+33.5%
-86.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.0% | -3.9% | -0.1% | -3.1% |
| 30D | -15.9% | -11.6% | -4.3% | -13.9% |
| 3M | -60.5% | -24.2% | -36.4% | -58.5% |
| 6M | -35.2% | -54.1% | +18.9% | -24.2% |
| YTD | -31.1% | -53.9% | +22.8% | -20.2% |
| 1Y | +148.6% | -64.4% | +213.0% | +205.2% |
| 3Y | -26.4% | -30.2% | +3.8% | -26.4% |
| 5Y | -48.0% | -34.1% | -13.9% | -52.8% |
| All | -53.2% | +33.5% | -86.6% | -58.1% |
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