+1,115.4%
CAT vs WING
+405.9%
+709.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.7% | -3.9% | +5.6% | +2.2% |
| 30D | -6.6% | -11.6% | +5.0% | -5.4% |
| 3M | -13.3% | -24.2% | +10.9% | -10.8% |
| 6M | +11.6% | -54.1% | +65.7% | +21.8% |
| YTD | +42.9% | -53.9% | +96.9% | +54.7% |
| 1Y | +95.4% | -64.4% | +159.8% | +118.2% |
| 3Y | +196.6% | -30.2% | +226.8% | +189.9% |
| 5Y | +321.7% | -34.1% | +355.8% | +302.8% |
| 10Y | +1,140.8% | +342.1% | +798.6% | +687.6% |
| All | +1,115.4% | +405.9% | +709.6% | +618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling