+125.4%
CHD vs WING
+407.7%
-282.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.7% | -0.2% |
| 7D | -4.5% | +7.2% | -11.7% | -4.9% |
| 30D | -6.7% | +4.8% | -11.5% | -7.1% |
| 3M | -2.7% | -23.7% | +21.0% | -1.2% |
| 6M | -4.9% | -43.6% | +38.6% | -1.9% |
| YTD | +13.3% | -50.6% | +63.9% | +17.6% |
| 1Y | +1.0% | -57.0% | +58.0% | +5.5% |
| 3Y | +1.3% | -28.3% | +29.6% | -0.1% |
| 5Y | +20.8% | -32.4% | +53.2% | +17.4% |
| All | +125.4% | +407.7% | -282.3% | +85.3% |
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