+405.5%
WING vs EFV
+137.9%
+267.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | -0.1% | +1.0% | -1.1% | -0.9% |
| 30D | -6.0% | +0.2% | -6.2% | -6.1% |
| 3M | -23.5% | +9.6% | -33.1% | -28.4% |
| 6M | -52.0% | +14.0% | -66.0% | -56.5% |
| YTD | -53.8% | +18.5% | -72.3% | -59.2% |
| 1Y | -63.8% | +27.9% | -91.7% | -69.8% |
| 3Y | -30.8% | +92.4% | -123.2% | -57.4% |
| 5Y | -34.3% | +97.2% | -131.4% | -60.4% |
| 10Y | +352.4% | +163.0% | +189.4% | +110.9% |
| All | +405.5% | +137.9% | +267.6% | +161.1% |
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