+83.1%
CL vs WING
+686.1%
-603.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -0.8% | -0.5% | -0.2% | -0.8% |
| 30D | +9.5% | +32.3% | -22.8% | +7.5% |
| 3M | +6.8% | +50.2% | -43.4% | +3.8% |
| 6M | +14.3% | +31.7% | -17.4% | +11.7% |
| YTD | +26.3% | -29.6% | +55.9% | +27.7% |
| 1Y | +25.6% | -29.7% | +55.3% | +26.9% |
| 3Y | +38.5% | -19.8% | +58.3% | +35.2% |
| 5Y | +40.7% | +3.1% | +37.6% | +32.2% |
| 10Y | +83.1% | +682.9% | -599.8% | +49.8% |
| All | +83.1% | +686.1% | -603.0% | +49.8% |
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 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