+74.4%
CL vs WING
+405.9%
-331.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.2% | -3.9% | +1.7% | -1.9% |
| 30D | -4.8% | -11.6% | +6.7% | -4.1% |
| 3M | +4.9% | -24.2% | +29.1% | +6.6% |
| 6M | -5.7% | -54.1% | +48.3% | -1.0% |
| YTD | +14.4% | -53.9% | +68.3% | +19.6% |
| 1Y | +8.7% | -64.4% | +73.1% | +15.6% |
| 3Y | +30.0% | -30.2% | +60.2% | +27.4% |
| 5Y | +28.4% | -34.1% | +62.5% | +24.0% |
| 10Y | +50.1% | +342.1% | -292.1% | +13.7% |
| All | +74.4% | +405.9% | -331.5% | +26.8% |
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 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