+280.6%
CME vs WING
+359.3%
-78.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.6% | -2.3% | +1.6% | -0.5% |
| 30D | +4.7% | -5.6% | +10.3% | +5.0% |
| 3M | +7.8% | -22.9% | +30.7% | +9.8% |
| 6M | -11.0% | -50.4% | +39.4% | -6.2% |
| YTD | +4.0% | -53.3% | +57.3% | +9.6% |
| 1Y | +9.1% | -61.2% | +70.3% | +16.5% |
| 3Y | +52.3% | -30.1% | +82.3% | +45.5% |
| 5Y | +76.1% | -35.0% | +111.1% | +64.4% |
| 10Y | +280.6% | +375.5% | -94.9% | +136.4% |
| All | +280.6% | +359.3% | -78.7% | +136.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling