-82.5%
CAPR vs WING
+405.9%
-488.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -2.0% | -3.9% | +1.9% | -0.8% |
| 30D | +139.2% | -11.6% | +150.8% | +148.9% |
| 3M | -66.4% | -24.2% | -42.2% | -63.8% |
| 6M | -63.1% | -54.1% | -9.1% | -54.7% |
| YTD | -67.4% | -53.9% | -13.5% | -60.6% |
| 1Y | +58.2% | -64.4% | +122.6% | +105.5% |
| 3Y | +42.2% | -30.2% | +72.4% | +37.5% |
| 5Y | +87.3% | -34.1% | +121.4% | +70.5% |
| 10Y | -75.3% | +342.1% | -417.4% | -87.4% |
| All | -82.5% | +405.9% | -488.4% | -91.7% |
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 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