+66.4%
EWZ vs WING
+656.3%
-590.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.5% | +9.0% | -10.5% | -2.9% |
| 30D | -24.5% | +39.9% | -64.5% | -28.7% |
| 3M | -10.7% | +40.4% | -51.1% | -16.2% |
| 6M | -19.1% | +12.9% | -32.0% | -22.0% |
| YTD | +1.6% | -31.1% | +32.7% | +4.9% |
| 1Y | +4.3% | -32.7% | +37.0% | +7.8% |
| 3Y | +19.0% | -19.8% | +38.8% | +11.7% |
| 5Y | +57.7% | +4.0% | +53.7% | +33.2% |
| 10Y | +51.3% | +684.4% | -633.1% | -29.1% |
| All | +66.4% | +656.3% | -590.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling