+467.4%
CF vs WING
+699.5%
-232.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +2.9% |
| 7D | +4.8% | +5.0% | -0.2% | +4.2% |
| 30D | +9.7% | +38.7% | -29.0% | +6.2% |
| 3M | +1.2% | +44.7% | -43.5% | -2.7% |
| 6M | +7.4% | +31.5% | -24.1% | +3.6% |
| YTD | +60.5% | -28.4% | +88.9% | +63.0% |
| 1Y | +50.7% | -28.2% | +78.9% | +52.7% |
| 3Y | +64.8% | -18.4% | +83.2% | +56.3% |
| 5Y | +115.8% | +5.2% | +110.5% | +91.6% |
| All | +467.4% | +699.5% | -232.1% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling