+48.3%
EMB vs WING
+405.9%
-357.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | -3.9% | +3.8% | +0.2% |
| 30D | -0.3% | -11.6% | +11.3% | +0.4% |
| 3M | -0.4% | -24.2% | +23.8% | +1.1% |
| 6M | +0.1% | -54.1% | +54.2% | +4.8% |
| YTD | +1.6% | -53.9% | +55.5% | +5.9% |
| 1Y | +5.6% | -64.4% | +70.0% | +11.9% |
| 3Y | +29.8% | -30.2% | +60.0% | +27.5% |
| 5Y | +7.3% | -34.1% | +41.4% | +3.4% |
| 10Y | +30.4% | +342.1% | -311.7% | +10.8% |
| All | +48.3% | +405.9% | -357.6% | +24.7% |
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