+19.0%
EWZ vs WING
-19.7%
+38.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -1.5% | +9.0% | -10.5% | -1.8% |
| 30D | -24.5% | +39.9% | -64.5% | -25.8% |
| 3M | -10.7% | +40.4% | -51.1% | -12.4% |
| 6M | -19.1% | +12.9% | -32.0% | -19.8% |
| YTD | +1.6% | -31.1% | +32.7% | +3.2% |
| 1Y | +4.3% | -32.7% | +37.0% | +6.0% |
| 3Y | +19.0% | -19.8% | +38.8% | +9.8% |
| All | +19.0% | -19.7% | +38.7% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling