+247.9%
CB vs WING
+620.6%
-372.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.7% |
| 7D | 0.0% | -3.9% | +3.9% | +0.3% |
| 30D | +7.4% | +26.6% | -19.2% | +5.2% |
| 3M | +8.6% | +42.5% | -33.9% | +5.1% |
| 6M | +16.1% | +29.4% | -13.3% | +12.7% |
| YTD | +20.2% | -32.8% | +53.0% | +22.5% |
| 1Y | +27.2% | -33.5% | +60.7% | +29.5% |
| 3Y | +72.7% | -23.4% | +96.1% | +67.2% |
| 5Y | +105.9% | -0.4% | +106.4% | +87.9% |
| All | +247.9% | +620.6% | -372.6% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling