+214.2%
CAT vs WING
-2.2%
+216.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.0% |
| 7D | +9.3% | -3.9% | +13.2% | +9.7% |
| 30D | -21.5% | +26.6% | -48.1% | -23.4% |
| 3M | -29.1% | +42.5% | -71.6% | -31.9% |
| 6M | -33.4% | +29.4% | -62.8% | -35.8% |
| YTD | +6.6% | -32.8% | +39.3% | +9.6% |
| 1Y | +6.5% | -33.5% | +40.0% | +9.5% |
| 3Y | +162.7% | -23.4% | +186.1% | +154.8% |
| 5Y | +214.2% | -0.4% | +214.7% | +170.3% |
| All | +214.2% | -2.2% | +216.4% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling