+41.3%
CL vs WING
-2.2%
+43.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.1% |
| 7D | -0.8% | -3.9% | +3.1% | -0.6% |
| 30D | +9.5% | +26.6% | -17.2% | +8.3% |
| 3M | +6.6% | +42.5% | -35.9% | +4.8% |
| 6M | +13.2% | +29.4% | -16.2% | +11.6% |
| YTD | +26.9% | -32.8% | +59.6% | +28.1% |
| 1Y | +27.6% | -33.5% | +61.1% | +28.8% |
| 3Y | +39.1% | -23.4% | +62.5% | +36.3% |
| 5Y | +41.3% | -0.4% | +41.7% | +28.9% |
| All | +41.3% | -2.2% | +43.5% | +28.9% |
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