+201.7%
WING vs ESTC
+28.9%
+172.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.9% | +3.5% | +7.2% |
| 7D | +8.6% | -1.2% | +9.7% | +8.9% |
| 30D | +44.8% | -8.1% | +52.9% | +47.0% |
| 3M | +51.9% | +20.2% | +31.8% | +43.1% |
| 6M | +37.2% | +72.7% | -35.5% | +16.8% |
| YTD | -25.3% | +19.6% | -44.9% | -31.2% |
| 1Y | -25.1% | +0.3% | -25.4% | -28.3% |
| 3Y | -12.9% | +22.8% | -35.7% | -28.4% |
| 5Y | +12.0% | -50.9% | +62.9% | +9.1% |
| All | +201.7% | +28.9% | +172.7% | +103.0% |
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