+144.6%
IEFA vs WING
+407.7%
-263.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -4.9% | +0.3% |
| 7D | -1.6% | +7.2% | -8.8% | -2.4% |
| 30D | -1.5% | +4.8% | -6.3% | -2.3% |
| 3M | +3.4% | -23.7% | +27.1% | +6.2% |
| 6M | +9.5% | -43.6% | +53.1% | +16.2% |
| YTD | +13.0% | -50.6% | +63.6% | +21.2% |
| 1Y | +18.0% | -57.0% | +75.0% | +28.3% |
| 3Y | +65.4% | -28.3% | +93.6% | +60.5% |
| 5Y | +51.6% | -32.4% | +84.0% | +43.1% |
| All | +144.6% | +407.7% | -263.1% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling