+300.3%
CME vs WING
+620.6%
-320.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.2% |
| 7D | +2.7% | -3.9% | +6.6% | +3.0% |
| 30D | +13.5% | +26.6% | -13.2% | +11.1% |
| 3M | +20.9% | +42.5% | -21.6% | +16.9% |
| 6M | +11.5% | +29.4% | -17.9% | +8.2% |
| YTD | +19.5% | -32.8% | +52.2% | +21.7% |
| 1Y | +17.2% | -33.5% | +50.7% | +19.3% |
| 3Y | +65.1% | -23.4% | +88.5% | +58.6% |
| 5Y | +73.1% | -0.4% | +73.5% | +55.0% |
| All | +300.3% | +620.6% | -320.3% | +139.2% |
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