+97.0%
EWZ vs WING
+405.9%
-308.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +6.5% | -3.9% | +10.3% | +7.2% |
| 30D | +4.8% | -11.6% | +16.4% | +6.7% |
| 3M | +9.9% | -24.2% | +34.1% | +14.0% |
| 6M | +1.9% | -54.1% | +56.0% | +14.2% |
| YTD | +20.3% | -53.9% | +74.2% | +33.4% |
| 1Y | +35.6% | -64.4% | +100.0% | +56.3% |
| 3Y | +43.4% | -30.2% | +73.6% | +36.4% |
| 5Y | +55.9% | -34.1% | +90.1% | +42.7% |
| 10Y | +84.2% | +342.1% | -258.0% | -3.2% |
| All | +97.0% | +405.9% | -308.9% | -3.8% |
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 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