+76.3%
CL vs WING
+742.9%
-666.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.4% | -7.0% | +0.9% |
| 7D | +0.5% | +8.6% | -8.0% | 0.0% |
| 30D | +11.6% | +44.8% | -33.2% | +8.9% |
| 3M | +5.6% | +51.9% | -46.3% | +2.5% |
| 6M | +13.2% | +37.2% | -24.1% | +10.3% |
| YTD | +26.9% | -25.3% | +52.2% | +27.9% |
| 1Y | +27.3% | -25.1% | +52.4% | +28.2% |
| 3Y | +39.7% | -12.9% | +52.6% | +35.7% |
| 5Y | +41.3% | +12.0% | +29.3% | +32.0% |
| 10Y | +76.3% | +716.5% | -640.2% | +38.5% |
| All | +76.3% | +742.9% | -666.6% | +38.5% |
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