-1.1%
CAT vs WING
-35.4%
+34.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -10.3% | +9.0% | -19.3% | -10.1% |
| 30D | -31.2% | +39.9% | -71.1% | -30.9% |
| 3M | -34.7% | +40.4% | -75.1% | -34.5% |
| 6M | -39.5% | +12.9% | -52.4% | -39.0% |
| YTD | -1.7% | -31.1% | +29.4% | 0.0% |
| 1Y | -1.1% | -32.7% | +31.6% | +0.7% |
| All | -1.1% | -35.4% | +34.3% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling