-36.2%
WING vs EFV
+94.1%
-130.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +0.2% | -2.0% | +2.2% | +1.9% |
| 30D | -0.5% | -0.2% | -0.3% | -0.3% |
| 3M | -23.9% | +9.1% | -33.0% | -29.2% |
| 6M | -48.9% | +11.7% | -60.6% | -53.5% |
| YTD | -53.3% | +17.0% | -70.4% | -59.2% |
| 1Y | -60.3% | +26.7% | -87.0% | -67.6% |
| 3Y | -30.1% | +90.2% | -120.3% | -60.7% |
| 5Y | -36.2% | +96.1% | -132.3% | -67.2% |
| All | -36.2% | +94.1% | -130.3% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling