+153.3%
EWY vs WING
-33.6%
+186.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.3% |
| 7D | +6.7% | -2.3% | +8.9% | +7.0% |
| 30D | +17.0% | -5.6% | +22.6% | +17.4% |
| 3M | +3.7% | -22.9% | +26.6% | +6.5% |
| 6M | +42.5% | -50.4% | +92.9% | +54.6% |
| YTD | +96.2% | -53.3% | +149.6% | +113.0% |
| 1Y | +160.4% | -61.2% | +221.6% | +188.9% |
| 3Y | +231.7% | -30.1% | +261.7% | +219.1% |
| 5Y | +153.3% | -35.0% | +188.3% | +134.9% |
| All | +153.3% | -33.6% | +186.9% | +134.9% |
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 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