+47.7%
CI vs WING
+4.1%
+43.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -1.6% | +9.0% | -10.6% | -2.1% |
| 30D | +5.4% | +39.9% | -34.5% | +3.3% |
| 3M | +7.3% | +40.4% | -33.2% | +4.9% |
| 6M | +5.3% | +12.9% | -7.6% | +4.0% |
| YTD | +8.5% | -31.1% | +39.6% | +9.7% |
| 1Y | +17.1% | -32.7% | +49.8% | +18.6% |
| 3Y | +1.4% | -19.8% | +21.2% | -1.1% |
| All | +47.7% | +4.1% | +43.6% | +36.0% |
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 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