+95.0%
CL vs WING
+667.7%
-572.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | +5.9% | +14.0% | -8.1% | +5.0% |
| 30D | +13.8% | +47.7% | -34.0% | +10.6% |
| 3M | +6.4% | +34.2% | -27.8% | +3.9% |
| 6M | +15.6% | +13.6% | +2.1% | +13.9% |
| YTD | +27.9% | -30.0% | +57.9% | +29.6% |
| 1Y | +31.4% | -33.9% | +65.3% | +33.6% |
| 3Y | +41.4% | -18.7% | +60.1% | +37.7% |
| 5Y | +42.8% | +5.5% | +37.3% | +33.2% |
| 10Y | +79.7% | +696.2% | -616.5% | +29.1% |
| All | +95.0% | +667.7% | -572.7% | +37.4% |
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