+61.3%
CFG vs WING
-2.2%
+63.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.3% |
| 7D | +1.6% | -3.9% | +5.5% | +2.0% |
| 30D | +3.3% | +26.6% | -23.4% | +0.2% |
| 3M | -11.5% | +42.5% | -54.1% | -15.7% |
| 6M | +6.2% | +29.4% | -23.2% | +1.7% |
| YTD | +14.3% | -32.8% | +47.0% | +18.0% |
| 1Y | +26.7% | -33.5% | +60.2% | +30.9% |
| 3Y | +187.8% | -23.4% | +211.1% | +170.4% |
| 5Y | +61.3% | -0.4% | +61.7% | +35.2% |
| All | +61.3% | -2.2% | +63.5% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling