+30.4%
EMB vs WING
-31.3%
+61.6%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -0.5% | -6.0% | +5.5% | -0.4% |
| 3M | +0.3% | -23.5% | +23.8% | +1.0% |
| 6M | +1.2% | -52.0% | +53.2% | +3.1% |
| YTD | +1.5% | -53.8% | +55.3% | +3.3% |
| 1Y | +4.8% | -63.8% | +68.6% | +7.5% |
| 3Y | +30.4% | -30.8% | +61.1% | +22.6% |
| All | +30.4% | -31.3% | +61.6% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling