+135.3%
IEFA vs WING
+405.9%
-270.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.6% | -3.9% | +4.4% | +1.1% |
| 30D | +1.0% | -11.6% | +12.6% | +2.3% |
| 3M | +4.7% | -24.2% | +28.9% | +7.7% |
| 6M | +8.6% | -54.1% | +62.6% | +18.4% |
| YTD | +14.8% | -53.9% | +68.7% | +24.4% |
| 1Y | +22.6% | -64.4% | +87.0% | +36.8% |
| 3Y | +67.0% | -30.2% | +97.2% | +62.7% |
| 5Y | +52.3% | -34.1% | +86.4% | +44.4% |
| 10Y | +147.3% | +342.1% | -194.8% | +70.5% |
| All | +135.3% | +405.9% | -270.6% | +55.0% |
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