+14.1%
CME vs WING
-25.3%
+39.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.4% | -8.8% | -0.6% |
| 7D | -0.6% | +8.6% | -9.1% | -0.7% |
| 30D | +8.5% | +44.8% | -36.2% | +8.0% |
| 3M | +16.0% | +51.9% | -35.9% | +15.4% |
| 6M | +9.3% | +37.2% | -27.9% | +9.1% |
| YTD | +15.3% | -25.3% | +40.6% | +14.4% |
| All | +14.1% | -25.3% | +39.4% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling