+623.8%
CCJ vs WING
+405.9%
+218.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.7% | -3.9% | +4.6% | +1.4% |
| 30D | +6.9% | -11.6% | +18.4% | +8.9% |
| 3M | -11.6% | -24.2% | +12.5% | -7.9% |
| 6M | -16.2% | -54.1% | +37.8% | -4.4% |
| YTD | +10.1% | -53.9% | +64.0% | +24.3% |
| 1Y | +32.3% | -64.4% | +96.6% | +56.2% |
| 3Y | +171.3% | -30.2% | +201.5% | +162.9% |
| 5Y | +372.4% | -34.1% | +406.5% | +339.4% |
| 10Y | +1,070.0% | +342.1% | +727.9% | +556.1% |
| All | +623.8% | +405.9% | +218.0% | +274.2% |
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