-58.8%
CAPR vs WING
+686.1%
-744.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -1.7% | +28.2% | +27.1% |
| 7D | +25.8% | -0.5% | +26.3% | +26.1% |
| 30D | +50.2% | +32.3% | +17.9% | +37.3% |
| 3M | +185.5% | +50.2% | +135.3% | +150.0% |
| 6M | -64.8% | +31.7% | -96.5% | -68.6% |
| YTD | -61.1% | -29.6% | -31.5% | -58.8% |
| 1Y | +81.0% | -29.7% | +110.7% | +88.7% |
| 3Y | +300.7% | -19.8% | +320.5% | +270.1% |
| 5Y | +223.3% | +3.1% | +220.3% | +146.8% |
| 10Y | -58.8% | +682.9% | -741.6% | -87.4% |
| All | -58.8% | +686.1% | -744.8% | -87.4% |
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