+350.6%
CME vs WING
+405.9%
-55.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.6% | -3.9% | +2.3% | -1.3% |
| 30D | +6.2% | -11.6% | +17.8% | +7.2% |
| 3M | +10.4% | -24.2% | +34.6% | +12.6% |
| 6M | -9.5% | -54.1% | +44.5% | -4.0% |
| YTD | +6.0% | -53.9% | +59.9% | +11.9% |
| 1Y | +9.3% | -64.4% | +73.6% | +17.7% |
| 3Y | +57.7% | -30.2% | +87.9% | +51.3% |
| 5Y | +77.7% | -34.1% | +111.8% | +66.1% |
| 10Y | +281.2% | +342.1% | -60.9% | +155.1% |
| All | +350.6% | +405.9% | -55.3% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling