+635.2%
WING vs EFV
+133.1%
+502.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -2.5% | +2.5% | -5.0% | -4.2% |
| 30D | +29.5% | +2.9% | +26.6% | +27.0% |
| 3M | +40.2% | -1.4% | +41.6% | +42.0% |
| 6M | +32.7% | +5.5% | +27.2% | +27.6% |
| YTD | -32.8% | +16.1% | -48.9% | -39.7% |
| 1Y | -31.7% | +20.3% | -52.0% | -40.3% |
| 3Y | -24.7% | +90.4% | -115.2% | -53.2% |
| 5Y | -0.5% | +93.5% | -94.0% | -39.0% |
| 10Y | +647.5% | +161.5% | +486.0% | +251.2% |
| All | +635.2% | +133.1% | +502.1% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling