+63.2%
CME vs WING
-19.7%
+82.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.4% |
| 7D | +0.9% | +9.0% | -8.1% | +0.9% |
| 30D | +13.2% | +39.9% | -26.8% | +13.0% |
| 3M | +16.3% | +40.4% | -24.1% | +16.1% |
| 6M | +7.1% | +12.9% | -5.7% | +7.0% |
| YTD | +15.8% | -31.1% | +46.9% | +15.3% |
| 1Y | +17.1% | -32.7% | +49.8% | +16.6% |
| 3Y | +63.2% | -19.8% | +83.0% | +62.5% |
| All | +63.2% | -19.7% | +82.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling