+1,761.1%
CLS vs WING
+675.9%
+1,085.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.3% |
| 7D | -13.9% | +5.0% | -18.8% | -14.8% |
| 30D | -38.2% | +38.7% | -76.9% | -42.7% |
| 3M | -28.8% | +44.7% | -73.5% | -35.4% |
| 6M | -40.4% | +31.5% | -71.9% | -45.5% |
| YTD | -24.3% | -28.4% | +4.2% | -21.3% |
| 1Y | -35.0% | -28.2% | -6.9% | -33.0% |
| 3Y | +778.7% | -18.4% | +797.1% | +745.7% |
| 5Y | +1,884.8% | +5.2% | +1,879.6% | +1,606.1% |
| 10Y | +1,761.1% | +699.8% | +1,061.3% | +977.1% |
| All | +1,761.1% | +675.9% | +1,085.2% | +977.1% |
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