+325.9%
CB vs WING
+656.3%
-330.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | +0.2% | +9.0% | -8.8% | -0.5% |
| 30D | +9.1% | +39.9% | -30.9% | +5.9% |
| 3M | +3.4% | +40.4% | -37.0% | +0.1% |
| 6M | +14.1% | +12.9% | +1.2% | +12.0% |
| YTD | +18.0% | -31.1% | +49.1% | +20.2% |
| 1Y | +30.1% | -32.7% | +62.8% | +32.6% |
| 3Y | +71.8% | -19.8% | +91.6% | +65.8% |
| 5Y | +101.8% | +4.0% | +97.9% | +83.5% |
| 10Y | +252.1% | +684.4% | -432.3% | +133.5% |
| All | +325.9% | +656.3% | -330.5% | +177.3% |
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 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