+2,944.0%
CLS vs WING
+341.7%
+2,602.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +12.8% | -0.1% | +12.9% | +12.7% |
| 30D | +3.8% | -6.0% | +9.9% | +4.5% |
| 3M | -14.6% | -23.5% | +8.9% | -10.7% |
| 6M | +32.2% | -52.0% | +84.2% | +52.7% |
| YTD | +11.6% | -53.8% | +65.4% | +28.6% |
| 1Y | +35.1% | -63.8% | +98.9% | +63.6% |
| 3Y | +1,312.5% | -30.8% | +1,343.3% | +1,313.1% |
| 5Y | +3,542.1% | -34.3% | +3,576.3% | +3,391.1% |
| 10Y | +2,944.0% | +352.4% | +2,591.6% | +1,878.1% |
| All | +2,944.0% | +341.7% | +2,602.3% | +1,878.1% |
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