+475.6%
CNQ vs WING
+442.4%
+33.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.0% | -7.4% | -2.1% |
| 7D | -0.8% | +7.2% | -8.0% | -1.6% |
| 30D | +5.3% | +4.8% | +0.5% | +4.3% |
| 3M | +11.4% | -23.7% | +35.0% | +14.3% |
| 6M | +8.1% | -43.6% | +51.6% | +14.4% |
| YTD | +50.9% | -50.6% | +101.4% | +61.5% |
| 1Y | +63.6% | -57.0% | +120.6% | +77.6% |
| 3Y | +77.2% | -28.3% | +105.5% | +67.0% |
| 5Y | +282.5% | -32.4% | +314.9% | +251.9% |
| 10Y | +416.1% | +403.6% | +12.5% | +158.6% |
| All | +475.6% | +442.4% | +33.1% | +165.8% |
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