+725.3%
CAT vs WING
+679.4%
+45.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -10.3% | +9.0% | -19.3% | -11.2% |
| 30D | -31.2% | +39.9% | -71.1% | -34.0% |
| 3M | -34.7% | +40.4% | -75.1% | -37.6% |
| 6M | -39.5% | +12.9% | -52.4% | -41.1% |
| YTD | -1.7% | -31.1% | +29.4% | +0.8% |
| 1Y | -1.1% | -32.7% | +31.6% | +1.5% |
| 3Y | +143.9% | -19.8% | +163.7% | +135.8% |
| 5Y | +194.8% | +4.0% | +190.8% | +166.4% |
| All | +725.3% | +679.4% | +45.9% | +391.2% |
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