+1,697.7%
CLS vs WING
+719.8%
+977.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.4% | -0.5% | +6.1% |
| 7D | -10.6% | +8.6% | -19.1% | -12.1% |
| 30D | -38.4% | +44.8% | -83.2% | -43.4% |
| 3M | -29.9% | +51.9% | -81.8% | -36.8% |
| 6M | -40.6% | +37.2% | -77.9% | -46.1% |
| YTD | -24.6% | -25.3% | +0.7% | -22.5% |
| 1Y | -30.8% | -25.1% | -5.7% | -29.3% |
| 3Y | +811.7% | -12.9% | +824.7% | +768.1% |
| 5Y | +1,838.4% | +12.0% | +1,826.4% | +1,558.1% |
| 10Y | +1,751.5% | +716.5% | +1,035.0% | +950.5% |
| All | +1,697.7% | +719.8% | +977.9% | +890.4% |
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 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