+121.7%
CMS vs WING
+679.4%
-557.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -1.3% | +9.0% | -10.4% | -1.7% |
| 30D | +6.3% | +39.9% | -33.6% | +4.6% |
| 3M | -2.1% | +40.4% | -42.5% | -3.8% |
| 6M | -5.1% | +12.9% | -18.0% | -6.0% |
| YTD | +1.3% | -31.1% | +32.3% | +2.2% |
| 1Y | -1.4% | -32.7% | +31.3% | -0.5% |
| 3Y | +36.9% | -19.8% | +56.7% | +32.9% |
| 5Y | +32.5% | +4.0% | +28.6% | +23.8% |
| All | +121.7% | +679.4% | -557.7% | +80.7% |
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