-83.2%
CAPR vs WING
+656.3%
-739.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +5.1% |
| 7D | +41.1% | +9.0% | +32.0% | +37.5% |
| 30D | +11.1% | +39.9% | -28.8% | +0.2% |
| 3M | +115.3% | +40.4% | +74.9% | +93.8% |
| 6M | -73.8% | +12.9% | -86.7% | -75.3% |
| YTD | -68.8% | -31.1% | -37.7% | -66.9% |
| 1Y | +43.3% | -32.7% | +76.0% | +51.3% |
| 3Y | +214.7% | -19.8% | +234.5% | +195.0% |
| 5Y | +141.3% | +4.0% | +137.3% | +89.8% |
| 10Y | -67.0% | +684.4% | -751.5% | -85.5% |
| All | -83.2% | +656.3% | -739.6% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling