+127.7%
CI vs WING
+405.9%
-278.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.3% | -3.9% | +5.2% | +1.7% |
| 30D | +4.4% | -11.6% | +16.0% | +5.6% |
| 3M | +0.7% | -24.2% | +24.9% | +3.1% |
| 6M | +0.3% | -54.1% | +54.4% | +7.8% |
| YTD | +3.8% | -53.9% | +57.7% | +10.8% |
| 1Y | -5.5% | -64.4% | +58.9% | +3.4% |
| 3Y | +8.1% | -30.2% | +38.3% | +5.1% |
| 5Y | +42.8% | -34.1% | +76.9% | +35.6% |
| 10Y | +143.9% | +342.1% | -198.3% | +68.6% |
| All | +127.7% | +405.9% | -278.1% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling