+71.4%
CB vs WING
-16.7%
+88.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.7% | +1.6% |
| 7D | +0.7% | +5.0% | -4.3% | +0.6% |
| 30D | +8.2% | +38.7% | -30.5% | +7.6% |
| 3M | +6.3% | +44.7% | -38.4% | +5.6% |
| 6M | +16.2% | +31.5% | -15.3% | +15.4% |
| YTD | +19.3% | -28.4% | +47.8% | +19.8% |
| 1Y | +29.2% | -28.2% | +57.4% | +29.6% |
| 3Y | +71.4% | -18.4% | +89.9% | +65.7% |
| All | +71.4% | -16.7% | +88.2% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling