+178.7%
CAPR vs WING
+0.4%
+178.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | +5.9% | -2.5% | +8.4% | +6.8% |
| 30D | +44.6% | +29.5% | +15.1% | +36.4% |
| 3M | +126.4% | +40.2% | +86.2% | +109.5% |
| 6M | -68.6% | +32.7% | -101.3% | -71.0% |
| YTD | -67.0% | -32.8% | -34.2% | -65.4% |
| 1Y | +65.2% | -31.7% | +96.9% | +68.8% |
| 3Y | +235.6% | -24.7% | +260.3% | +225.1% |
| All | +178.7% | +0.4% | +178.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling