+65.1%
EWJ vs WING
-23.4%
+88.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.5% |
| 7D | +3.6% | -3.9% | +7.5% | +3.8% |
| 30D | -6.0% | +26.6% | -32.6% | -7.2% |
| 3M | -6.5% | +42.5% | -49.0% | -8.4% |
| 6M | -0.1% | +29.4% | -29.5% | -2.0% |
| YTD | +13.9% | -32.8% | +46.7% | +16.1% |
| 1Y | +13.1% | -33.5% | +46.6% | +15.2% |
| All | +65.1% | -23.4% | +88.5% | +52.9% |
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