+260.6%
CAPR vs WING
-23.4%
+283.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.5% | -4.3% | -7.6% |
| 7D | +19.1% | -3.9% | +23.0% | +20.4% |
| 30D | +48.8% | +26.6% | +22.2% | +41.6% |
| 3M | +144.4% | +42.5% | +101.9% | +126.9% |
| 6M | -67.5% | +29.4% | -96.9% | -69.7% |
| YTD | -64.5% | -32.8% | -31.7% | -63.5% |
| 1Y | +74.4% | -33.5% | +107.9% | +74.7% |
| All | +260.6% | -23.4% | +283.9% | +270.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling