-77.4%
CAPR vs WING
+341.7%
-419.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | +121.5% | -6.0% | +127.5% | +127.2% |
| 3M | -65.4% | -23.5% | -41.9% | -62.7% |
| 6M | -67.5% | -52.0% | -15.5% | -60.1% |
| YTD | -68.6% | -53.8% | -14.8% | -61.6% |
| 1Y | +42.7% | -63.8% | +106.5% | +87.4% |
| 3Y | +43.4% | -30.8% | +74.1% | +36.4% |
| 5Y | +86.0% | -34.3% | +120.3% | +65.6% |
| 10Y | -77.4% | +352.4% | -429.8% | -91.4% |
| All | -77.4% | +341.7% | -419.1% | -91.4% |
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