+21.1%
CHD vs WING
-33.6%
+54.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -4.2% | -2.3% | -1.9% | -4.0% |
| 30D | -7.6% | -5.6% | -1.9% | -7.3% |
| 3M | -1.6% | -22.9% | +21.3% | -0.4% |
| 6M | -6.3% | -50.4% | +44.1% | -3.3% |
| YTD | +14.6% | -53.3% | +67.9% | +18.3% |
| 1Y | +1.6% | -61.2% | +62.8% | +5.7% |
| 3Y | +3.1% | -30.1% | +33.2% | +1.8% |
| 5Y | +21.1% | -35.0% | +56.1% | +11.6% |
| All | +21.1% | -33.6% | +54.7% | +11.6% |
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