+2,029.3%
CLS vs WING
+620.6%
+1,408.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +5.5% |
| 7D | +23.5% | -3.9% | +27.4% | +24.5% |
| 30D | -28.9% | +26.6% | -55.6% | -32.9% |
| 3M | -25.2% | +42.5% | -67.7% | -32.0% |
| 6M | -32.1% | +29.4% | -61.5% | -37.8% |
| YTD | -14.1% | -32.8% | +18.7% | -9.7% |
| 1Y | -24.1% | -33.5% | +9.4% | -20.4% |
| 3Y | +897.0% | -23.4% | +920.4% | +871.3% |
| 5Y | +2,089.9% | -0.4% | +2,090.3% | +1,801.8% |
| All | +2,029.3% | +620.6% | +1,408.8% | +1,144.2% |
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 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