+278.8%
CME vs WING
+359.3%
-80.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -1.1% | -2.3% | +1.2% | -0.9% |
| 30D | +4.2% | -5.6% | +9.8% | +4.5% |
| 3M | +7.3% | -22.9% | +30.2% | +9.3% |
| 6M | -11.4% | -50.4% | +39.0% | -6.7% |
| YTD | +3.5% | -53.3% | +56.9% | +9.1% |
| 1Y | +8.6% | -61.2% | +69.8% | +16.0% |
| 3Y | +51.6% | -30.1% | +81.6% | +44.8% |
| 5Y | +75.3% | -35.0% | +110.3% | +63.6% |
| 10Y | +278.8% | +375.5% | -96.7% | +135.3% |
| All | +278.8% | +359.3% | -80.5% | +135.3% |
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