+700.3%
CAT vs WING
+686.1%
+14.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.1% |
| 7D | +1.7% | -0.5% | +2.3% | +1.8% |
| 30D | -24.6% | +32.3% | -56.9% | -27.1% |
| 3M | -28.5% | +50.2% | -78.7% | -32.2% |
| 6M | -34.8% | +31.7% | -66.5% | -37.7% |
| YTD | +5.9% | -29.6% | +35.5% | +8.3% |
| 1Y | +6.8% | -29.7% | +36.5% | +9.1% |
| 3Y | +161.1% | -19.8% | +180.9% | +152.7% |
| 5Y | +213.4% | +3.1% | +210.4% | +183.8% |
| 10Y | +700.3% | +682.9% | +17.5% | +370.9% |
| All | +700.3% | +686.1% | +14.2% | +370.9% |
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