-33.4%
CAT vs WING
+25.6%
-59.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.4% |
| 7D | +9.3% | -3.9% | +13.2% | +9.1% |
| 30D | -21.5% | +26.6% | -48.1% | -20.4% |
| 3M | -29.1% | +42.5% | -71.6% | -28.1% |
| 6M | -33.4% | +29.4% | -62.8% | -29.5% |
| All | -33.4% | +25.6% | -59.0% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling