+3.3%
CAT vs WING
-28.4%
+31.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.4% |
| 7D | -6.3% | +5.0% | -11.3% | -6.2% |
| 30D | -26.8% | +38.7% | -65.5% | -26.4% |
| 3M | -30.0% | +44.7% | -74.8% | -29.8% |
| 6M | -34.6% | +31.5% | -66.1% | -34.2% |
| YTD | +2.9% | -28.4% | +31.3% | +4.6% |
| 1Y | +3.3% | -28.2% | +31.4% | +4.7% |
| All | +3.3% | -28.4% | +31.7% | +4.7% |
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