+45.1%
EMB vs WING
+685.5%
-640.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.3% |
| 7D | +0.5% | +5.0% | -4.5% | +0.2% |
| 30D | +0.9% | +38.7% | -37.8% | -1.4% |
| 3M | -2.1% | +44.7% | -46.8% | -4.8% |
| 6M | -2.2% | +31.5% | -33.7% | -4.5% |
| YTD | -0.6% | -28.4% | +27.8% | +0.5% |
| 1Y | +0.2% | -28.2% | +28.4% | +1.2% |
| 3Y | +29.5% | -18.4% | +47.9% | +26.5% |
| 5Y | +8.0% | +5.2% | +2.7% | +0.8% |
| 10Y | +35.3% | +699.8% | -664.5% | +10.9% |
| All | +45.1% | +685.5% | -640.4% | +18.3% |
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