+838.1%
CLS vs WING
-23.4%
+861.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | +16.3% | -2.5% | +18.8% | +16.7% |
| 30D | -25.7% | +29.5% | -55.2% | -29.5% |
| 3M | -30.9% | +40.2% | -71.0% | -36.0% |
| 6M | -35.5% | +32.7% | -68.2% | -40.6% |
| YTD | -18.7% | -32.8% | +14.1% | -13.5% |
| 1Y | -17.9% | -31.7% | +13.8% | -13.8% |
| 3Y | +838.1% | -24.7% | +862.8% | +806.4% |
| All | +838.1% | -23.4% | +861.5% | +806.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling