+173.2%
CGNX vs WING
+412.2%
-239.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +3.2% | -2.3% | +5.5% | +3.7% |
| 30D | -3.7% | -5.6% | +1.9% | -2.9% |
| 3M | +1.0% | -22.9% | +23.9% | +6.1% |
| 6M | +22.1% | -50.4% | +72.5% | +40.9% |
| YTD | +72.7% | -53.3% | +126.0% | +98.3% |
| 1Y | +40.4% | -61.2% | +101.6% | +68.6% |
| 3Y | +45.2% | -30.1% | +75.3% | +36.4% |
| 5Y | -26.7% | -35.0% | +8.3% | -34.1% |
| 10Y | +178.5% | +375.5% | -197.0% | +44.6% |
| All | +173.2% | +412.2% | -239.0% | +41.0% |
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