+140.9%
CLF vs WING
+405.9%
-265.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +7.6% | -3.9% | +11.4% | +8.7% |
| 30D | -1.2% | -11.6% | +10.4% | +1.4% |
| 3M | -13.4% | -24.2% | +10.8% | -8.1% |
| 6M | +15.4% | -54.1% | +69.5% | +38.9% |
| YTD | -5.9% | -53.9% | +48.0% | +11.5% |
| 1Y | +18.8% | -64.4% | +83.2% | +49.9% |
| 3Y | -19.4% | -30.2% | +10.8% | -24.2% |
| 5Y | -47.7% | -34.1% | -13.6% | -53.0% |
| 10Y | +130.4% | +342.1% | -211.8% | -9.1% |
| All | +140.9% | +405.9% | -265.0% | -14.2% |
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