+86.6%
WING vs ESTC
+26.3%
+60.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.1% |
| 7D | -0.1% | -4.3% | +4.2% | +0.7% |
| 30D | -6.0% | +17.7% | -23.8% | -10.4% |
| 3M | -23.5% | +42.3% | -65.8% | -30.8% |
| 6M | -52.0% | +64.6% | -116.5% | -58.7% |
| YTD | -53.8% | +17.2% | -71.0% | -56.9% |
| 1Y | -63.8% | -4.2% | -59.6% | -64.9% |
| 3Y | -30.8% | +13.5% | -44.3% | -41.7% |
| 5Y | -34.3% | -45.5% | +11.3% | -37.4% |
| All | +86.6% | +26.3% | +60.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling