+97.9%
EEM vs WING
+672.3%
-574.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -6.2% | +32.3% | -38.5% | -10.0% |
| 3M | -5.2% | +50.2% | -55.3% | -11.0% |
| 6M | -8.1% | +31.7% | -39.8% | -12.8% |
| YTD | +14.0% | -29.6% | +43.6% | +17.0% |
| 1Y | +13.8% | -29.7% | +43.5% | +16.6% |
| 3Y | +73.7% | -19.8% | +93.5% | +66.2% |
| 5Y | +34.6% | +3.1% | +31.5% | +18.3% |
| 10Y | +123.6% | +682.9% | -559.3% | +29.5% |
| All | +97.9% | +672.3% | -574.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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