+86.1%
WING vs ESTC
+31.2%
+55.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.1% |
| 7D | -3.9% | -8.1% | +4.3% | -2.0% |
| 30D | -11.6% | +31.7% | -43.3% | -18.1% |
| 3M | -24.2% | +41.1% | -65.2% | -31.3% |
| 6M | -54.1% | +77.1% | -131.1% | -61.2% |
| YTD | -53.9% | +21.7% | -75.6% | -57.4% |
| 1Y | -64.4% | +8.4% | -72.7% | -66.5% |
| 3Y | -30.2% | +23.6% | -53.8% | -42.6% |
| 5Y | -34.1% | -46.5% | +12.3% | -36.9% |
| All | +86.1% | +31.2% | +55.0% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling