+50.3%
EWZ vs WING
+742.9%
-692.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.4% | -6.4% | +0.8% |
| 7D | +1.4% | +8.6% | -7.2% | +0.2% |
| 30D | -25.1% | +44.8% | -69.9% | -29.3% |
| 3M | -7.7% | +51.9% | -59.7% | -14.0% |
| 6M | -15.8% | +37.2% | -53.1% | -21.0% |
| YTD | +3.6% | -25.3% | +28.9% | +5.6% |
| 1Y | +5.5% | -25.1% | +30.6% | +7.1% |
| 3Y | +22.1% | -12.9% | +35.0% | +13.5% |
| 5Y | +58.3% | +12.0% | +46.3% | +33.4% |
| 10Y | +50.3% | +716.5% | -666.2% | -25.8% |
| All | +50.3% | +742.9% | -692.6% | -25.8% |
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