+47.0%
EWJ vs WING
-2.2%
+49.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.3% |
| 7D | +3.6% | -3.9% | +7.5% | +3.9% |
| 30D | -6.0% | +26.6% | -32.6% | -7.9% |
| 3M | -6.5% | +42.5% | -49.0% | -9.5% |
| 6M | -0.1% | +29.4% | -29.5% | -3.0% |
| YTD | +13.9% | -32.8% | +46.7% | +16.5% |
| 1Y | +13.1% | -33.5% | +46.6% | +15.6% |
| 3Y | +65.0% | -23.4% | +88.4% | +60.4% |
| 5Y | +47.0% | -0.4% | +47.4% | +34.5% |
| All | +47.0% | -2.2% | +49.2% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling