+42.7%
CAPR vs WING
-64.3%
+107.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | +121.5% | -6.0% | +127.5% | +121.9% |
| 3M | -65.4% | -23.5% | -41.9% | -65.7% |
| 6M | -67.5% | -52.0% | -15.5% | -70.2% |
| YTD | -68.6% | -53.8% | -14.8% | -70.2% |
| 1Y | +42.7% | -63.8% | +106.5% | +35.9% |
| All | +42.7% | -64.3% | +107.0% | +35.9% |
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