+144.6%
CAPR vs WING
+4.1%
+140.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +5.0% |
| 7D | +41.1% | +9.0% | +32.0% | +38.3% |
| 30D | +11.1% | +39.9% | -28.8% | +2.6% |
| 3M | +115.3% | +40.4% | +74.9% | +98.5% |
| 6M | -73.8% | +12.9% | -86.7% | -75.0% |
| YTD | -68.8% | -31.1% | -37.7% | -67.6% |
| 1Y | +43.3% | -32.7% | +76.0% | +47.2% |
| 3Y | +214.7% | -19.8% | +234.5% | +199.5% |
| All | +144.6% | +4.1% | +140.5% | +103.1% |
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