+52.7%
EFA vs WING
-33.2%
+85.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -5.0% | +0.4% |
| 7D | -1.5% | +7.2% | -8.8% | -2.2% |
| 30D | -1.7% | +4.8% | -6.4% | -2.3% |
| 3M | +3.5% | -23.7% | +27.2% | +5.9% |
| 6M | +9.5% | -43.6% | +53.0% | +15.3% |
| YTD | +12.9% | -50.6% | +63.4% | +20.0% |
| 1Y | +18.2% | -57.0% | +75.2% | +27.2% |
| 3Y | +64.8% | -28.3% | +93.1% | +58.2% |
| All | +52.7% | -33.2% | +85.9% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling