+121.2%
EFA vs WING
+637.4%
-516.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | -2.5% | +4.7% | +2.5% |
| 30D | +1.4% | +29.5% | -28.1% | -2.0% |
| 3M | -4.2% | +40.2% | -44.3% | -8.7% |
| 6M | +1.9% | +32.7% | -30.8% | -2.8% |
| YTD | +10.2% | -32.8% | +43.0% | +13.5% |
| 1Y | +12.8% | -31.7% | +44.5% | +15.7% |
| 3Y | +65.2% | -24.7% | +89.9% | +60.5% |
| 5Y | +49.8% | -0.5% | +50.3% | +34.6% |
| 10Y | +145.2% | +647.5% | -502.3% | +56.3% |
| All | +121.2% | +637.4% | -516.2% | +37.4% |
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