+421.5%
CARR vs WING
+177.2%
+244.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.5% | +0.5% |
| 7D | -3.8% | +7.2% | -11.0% | -4.8% |
| 30D | -8.9% | +4.8% | -13.7% | -9.8% |
| 3M | -17.3% | -23.7% | +6.4% | -14.3% |
| 6M | -1.4% | -43.6% | +42.2% | +6.5% |
| YTD | +10.0% | -50.6% | +60.6% | +20.3% |
| 1Y | -6.4% | -57.0% | +50.7% | +4.3% |
| 3Y | +1.5% | -28.3% | +29.8% | 0.0% |
| 5Y | +9.3% | -32.4% | +41.7% | +0.6% |
| All | +421.5% | +177.2% | +244.3% | +692.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling