+282.8%
CFG vs WING
+405.9%
-123.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.5% | -3.9% | +5.4% | +2.2% |
| 30D | -3.8% | -11.6% | +7.7% | -2.2% |
| 3M | +11.5% | -24.2% | +35.7% | +15.7% |
| 6M | +19.2% | -54.1% | +73.3% | +33.6% |
| YTD | +23.7% | -53.9% | +77.6% | +37.4% |
| 1Y | +38.8% | -64.4% | +103.2% | +60.4% |
| 3Y | +178.9% | -30.2% | +209.1% | +165.8% |
| 5Y | +101.8% | -34.1% | +135.9% | +85.1% |
| 10Y | +317.3% | +342.1% | -24.9% | +143.6% |
| All | +282.8% | +405.9% | -123.1% | +111.4% |
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