+59.5%
CAPR vs WING
-28.4%
+88.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.2% | -5.8% | -9.4% |
| 7D | +7.6% | +5.0% | +2.7% | +7.2% |
| 30D | +13.3% | +38.7% | -25.4% | +10.9% |
| 3M | +130.4% | +44.7% | +85.7% | +123.9% |
| 6M | -70.8% | +31.5% | -102.3% | -71.4% |
| YTD | -69.3% | -28.4% | -40.8% | -70.8% |
| 1Y | +59.5% | -28.2% | +87.7% | +49.7% |
| All | +59.5% | -28.4% | +88.0% | +49.7% |
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 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