+55.0%
EWZ vs WING
-34.0%
+89.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +6.5% | -3.9% | +10.3% | +6.8% |
| 30D | +4.8% | -11.6% | +16.4% | +5.7% |
| 3M | +9.9% | -24.2% | +34.1% | +11.9% |
| 6M | +1.9% | -54.1% | +56.0% | +7.9% |
| YTD | +20.3% | -53.9% | +74.2% | +26.6% |
| 1Y | +35.6% | -64.4% | +100.0% | +45.7% |
| 3Y | +43.4% | -30.2% | +73.6% | +39.7% |
| All | +55.0% | -34.0% | +89.0% | +47.6% |
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 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