+297.3%
CB vs WING
+405.9%
-108.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.5% | -3.9% | +4.3% | +0.8% |
| 30D | -3.1% | -11.6% | +8.5% | -2.3% |
| 3M | +9.0% | -24.2% | +33.1% | +11.1% |
| 6M | +2.9% | -54.1% | +56.9% | +9.2% |
| YTD | +10.1% | -53.9% | +64.0% | +16.3% |
| 1Y | +22.8% | -64.4% | +87.1% | +32.4% |
| 3Y | +73.8% | -30.2% | +104.0% | +68.4% |
| 5Y | +99.2% | -34.1% | +133.3% | +88.7% |
| 10Y | +218.2% | +342.1% | -123.9% | +123.3% |
| All | +297.3% | +405.9% | -108.5% | +168.3% |
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