+321.6%
EWY vs WING
+405.9%
-84.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.7% |
| 7D | +4.8% | -3.9% | +8.7% | +5.4% |
| 30D | +11.7% | -11.6% | +23.2% | +13.3% |
| 3M | -7.4% | -24.2% | +16.8% | -4.1% |
| 6M | +40.6% | -54.1% | +94.6% | +56.0% |
| YTD | +94.3% | -53.9% | +148.2% | +113.7% |
| 1Y | +164.3% | -64.4% | +228.6% | +201.0% |
| 3Y | +221.0% | -30.2% | +251.2% | +212.9% |
| 5Y | +139.1% | -34.1% | +173.2% | +126.0% |
| 10Y | +298.8% | +342.1% | -43.3% | +159.0% |
| All | +321.6% | +405.9% | -84.3% | +161.0% |
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