-4.5%
CI vs WING
-64.4%
+59.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.3% | -3.9% | +5.2% | +1.6% |
| 30D | +4.4% | -11.6% | +16.0% | +5.4% |
| 3M | +0.7% | -24.2% | +24.9% | +2.7% |
| 6M | +0.3% | -54.1% | +54.4% | +8.9% |
| YTD | +3.8% | -53.9% | +57.7% | +10.0% |
| All | -4.5% | -64.4% | +59.9% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling