-24.5%
CGNX vs WING
-33.2%
+8.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +2.9% |
| 7D | +3.2% | +7.2% | -4.1% | +1.8% |
| 30D | +6.0% | +4.8% | +1.2% | +4.6% |
| 3M | +3.5% | -23.7% | +27.2% | +8.3% |
| 6M | +26.3% | -43.6% | +69.9% | +39.5% |
| YTD | +79.2% | -50.6% | +129.8% | +100.2% |
| 1Y | +43.8% | -57.0% | +100.8% | +65.8% |
| 3Y | +52.0% | -28.3% | +80.2% | +35.2% |
| All | -24.5% | -33.2% | +8.7% | -38.7% |
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