-19.0%
CAG vs WING
-58.1%
+39.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.6% | -0.9% |
| 7D | -5.7% | +7.2% | -12.9% | -6.0% |
| 30D | -2.4% | +4.8% | -7.2% | -2.6% |
| 3M | +9.8% | -23.7% | +33.5% | +10.6% |
| 6M | -10.8% | -43.6% | +32.7% | -10.0% |
| YTD | -10.8% | -50.6% | +39.8% | -10.0% |
| 1Y | -19.0% | -57.0% | +38.1% | -14.6% |
| All | -19.0% | -58.1% | +39.2% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling