+142.2%
CI vs WING
+620.6%
-478.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.3% |
| 7D | -1.7% | -3.9% | +2.2% | -1.4% |
| 30D | +4.9% | +26.6% | -21.8% | +2.2% |
| 3M | +7.4% | +42.5% | -35.1% | +3.1% |
| 6M | +0.4% | +29.4% | -29.0% | -3.1% |
| YTD | +9.5% | -32.8% | +42.2% | +12.0% |
| 1Y | +12.0% | -33.5% | +45.4% | +14.5% |
| 3Y | +7.1% | -23.4% | +30.5% | +3.6% |
| 5Y | +49.3% | -0.4% | +49.8% | +35.3% |
| All | +142.2% | +620.6% | -478.4% | +58.8% |
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