-32.3%
WING vs EFV
+88.7%
-121.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | -2.3% | -0.5% | -1.8% | -2.0% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | -22.9% | +8.4% | -31.3% | -27.1% |
| 6M | -50.4% | +12.3% | -62.8% | -54.3% |
| YTD | -53.3% | +17.4% | -70.7% | -58.2% |
| 1Y | -61.2% | +27.1% | -88.3% | -67.2% |
| All | -32.3% | +88.7% | -121.0% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling