-37.7%
CAG vs WING
+407.7%
-445.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.6% | -1.0% |
| 7D | -5.7% | +7.2% | -12.9% | -6.0% |
| 30D | -2.4% | +4.8% | -7.2% | -2.7% |
| 3M | +9.8% | -23.7% | +33.5% | +11.0% |
| 6M | -10.8% | -43.6% | +32.7% | -8.8% |
| YTD | -10.8% | -50.6% | +39.8% | -8.5% |
| 1Y | -19.0% | -57.0% | +38.1% | -16.4% |
| 3Y | -39.7% | -28.3% | -11.4% | -41.2% |
| 5Y | -43.0% | -32.4% | -10.6% | -45.3% |
| All | -37.7% | +407.7% | -445.4% | -52.7% |
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