+415.8%
CCJ vs WING
+637.7%
-222.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.6% |
| 7D | +5.0% | -3.9% | +9.0% | +5.8% |
| 30D | -16.7% | +26.6% | -43.3% | -20.6% |
| 3M | -27.5% | +42.5% | -70.0% | -33.0% |
| 6M | -38.6% | +29.4% | -68.0% | -42.8% |
| YTD | -21.5% | -32.8% | +11.2% | -18.1% |
| 1Y | -22.3% | -33.5% | +11.1% | -19.0% |
| 3Y | +69.9% | -23.4% | +93.3% | +63.0% |
| 5Y | +163.6% | -0.4% | +164.0% | +126.0% |
| 10Y | +782.3% | +647.8% | +134.4% | +343.7% |
| All | +415.8% | +637.7% | -222.0% | +146.5% |
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