+51.2%
CI vs WING
+0.4%
+50.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +1.2% | -2.5% | +3.7% | +1.3% |
| 30D | +2.6% | +29.5% | -27.0% | +0.9% |
| 3M | +7.4% | +40.2% | -32.7% | +5.0% |
| 6M | -0.1% | +32.7% | -32.8% | -2.2% |
| YTD | +9.7% | -32.8% | +42.5% | +11.1% |
| 1Y | +12.1% | -31.7% | +43.8% | +13.3% |
| 3Y | +7.0% | -24.7% | +31.7% | +4.8% |
| All | +51.2% | +0.4% | +50.8% | +38.9% |
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