+136.1%
EWJ vs WING
+405.9%
-269.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +2.5% | -3.9% | +6.4% | +2.9% |
| 30D | +3.3% | -11.6% | +14.9% | +4.3% |
| 3M | +5.0% | -24.2% | +29.2% | +7.3% |
| 6M | +11.5% | -54.1% | +65.6% | +19.3% |
| YTD | +22.4% | -53.9% | +76.3% | +30.1% |
| 1Y | +30.2% | -64.4% | +94.6% | +41.7% |
| 3Y | +72.8% | -30.2% | +103.0% | +69.9% |
| 5Y | +54.1% | -34.1% | +88.2% | +48.2% |
| 10Y | +140.6% | +342.1% | -201.5% | +80.4% |
| All | +136.1% | +405.9% | -269.8% | +70.2% |
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