-64.7%
CAPR vs WING
+742.9%
-807.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.4% | +1.1% | +6.6% |
| 7D | +36.0% | +8.6% | +27.5% | +32.5% |
| 30D | +25.8% | +44.8% | -19.0% | +11.5% |
| 3M | +140.8% | +51.9% | +88.9% | +109.6% |
| 6M | -67.6% | +37.2% | -104.8% | -71.5% |
| YTD | -65.9% | -25.3% | -40.6% | -64.5% |
| 1Y | +66.1% | -25.1% | +91.2% | +69.5% |
| 3Y | +256.9% | -12.9% | +269.8% | +220.1% |
| 5Y | +172.1% | +12.0% | +160.1% | +101.1% |
| 10Y | -64.7% | +716.5% | -781.2% | -88.7% |
| All | -64.7% | +742.9% | -807.6% | -88.7% |
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