+60.8%
EWZ vs WING
+675.9%
-615.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.8% |
| 7D | +1.3% | +5.0% | -3.6% | +0.6% |
| 30D | -26.2% | +38.7% | -64.9% | -29.9% |
| 3M | -8.6% | +44.7% | -53.4% | -14.3% |
| 6M | -17.0% | +31.5% | -48.5% | -21.6% |
| YTD | +2.2% | -28.4% | +30.6% | +4.7% |
| 1Y | +2.7% | -28.2% | +30.8% | +4.9% |
| 3Y | +18.2% | -18.4% | +36.6% | +11.1% |
| 5Y | +56.0% | +5.2% | +50.8% | +33.0% |
| 10Y | +60.8% | +699.8% | -639.0% | -16.6% |
| All | +60.8% | +675.9% | -615.0% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling