-57.0%
WING vs EFV
+27.7%
-84.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.1% | +4.9% | +5.2% |
| 7D | +7.2% | -0.8% | +8.0% | +7.8% |
| 30D | +4.8% | +0.6% | +4.1% | +4.3% |
| 3M | -23.7% | +7.5% | -31.2% | -27.7% |
| 6M | -43.6% | +13.0% | -56.6% | -48.2% |
| YTD | -50.6% | +18.3% | -68.9% | -57.2% |
| 1Y | -57.0% | +26.7% | -83.8% | -66.3% |
| All | -57.0% | +27.7% | -84.7% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling