+775.0%
CAT vs WING
+685.5%
+89.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.9% |
| 7D | -6.3% | +5.0% | -11.3% | -6.8% |
| 30D | -26.8% | +38.7% | -65.5% | -29.8% |
| 3M | -30.0% | +44.7% | -74.8% | -33.6% |
| 6M | -34.6% | +31.5% | -66.1% | -37.6% |
| YTD | +2.9% | -28.4% | +31.3% | +5.1% |
| 1Y | +3.3% | -28.2% | +31.4% | +5.2% |
| 3Y | +153.7% | -18.4% | +172.1% | +144.6% |
| 5Y | +207.3% | +5.2% | +202.0% | +176.5% |
| 10Y | +674.0% | +699.8% | -25.8% | +351.2% |
| All | +775.0% | +685.5% | +89.5% | +388.2% |
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