+84.9%
CL vs WING
+675.9%
-591.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.4% |
| 7D | +2.6% | +5.0% | -2.4% | +2.2% |
| 30D | +11.8% | +38.7% | -26.9% | +9.4% |
| 3M | +5.9% | +44.7% | -38.8% | +3.2% |
| 6M | +13.3% | +31.5% | -18.2% | +10.8% |
| YTD | +27.1% | -28.4% | +55.5% | +28.5% |
| 1Y | +28.0% | -28.2% | +56.2% | +29.2% |
| 3Y | +39.4% | -18.4% | +57.8% | +36.0% |
| 5Y | +40.8% | +5.2% | +35.5% | +32.1% |
| 10Y | +84.9% | +699.8% | -615.0% | +50.7% |
| All | +84.9% | +675.9% | -591.0% | +50.7% |
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