+52.3%
EWZ vs WING
+3.2%
+49.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | -25.5% | +32.3% | -57.8% | -27.2% |
| 3M | -4.5% | +50.2% | -54.7% | -7.9% |
| 6M | -15.3% | +31.7% | -46.9% | -17.7% |
| YTD | +3.1% | -29.6% | +32.7% | +4.9% |
| 1Y | +1.2% | -29.7% | +30.9% | +2.9% |
| 3Y | +19.3% | -19.8% | +39.0% | +15.3% |
| 5Y | +52.3% | +3.1% | +49.2% | +39.8% |
| All | +52.3% | +3.2% | +49.1% | +39.8% |
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 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