+115.2%
CMS vs WING
+341.2%
-225.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | -3.9% | +4.2% | +0.5% |
| 30D | -3.6% | -11.6% | +8.0% | -3.1% |
| 3M | -1.9% | -24.2% | +22.3% | -0.8% |
| 6M | -11.0% | -54.1% | +43.1% | -8.0% |
| YTD | +0.2% | -53.9% | +54.1% | +3.2% |
| 1Y | -1.3% | -64.4% | +63.0% | +2.9% |
| 3Y | +35.9% | -30.2% | +66.1% | +31.5% |
| 5Y | +23.1% | -34.1% | +57.2% | +17.7% |
| All | +115.2% | +341.2% | -225.9% | +76.4% |
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