+407.4%
COR vs WING
+359.3%
+48.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | -3.9% | -2.3% | -1.6% | -3.7% |
| 30D | -0.3% | -5.6% | +5.3% | 0.0% |
| 3M | +15.9% | -22.9% | +38.8% | +17.8% |
| 6M | -10.3% | -50.4% | +40.2% | -5.7% |
| YTD | -3.7% | -53.3% | +49.6% | +1.2% |
| 1Y | +9.1% | -61.2% | +70.3% | +16.1% |
| 3Y | +86.6% | -30.1% | +116.6% | +79.7% |
| 5Y | +180.9% | -35.0% | +215.9% | +166.0% |
| 10Y | +407.4% | +375.5% | +31.9% | +210.4% |
| All | +407.4% | +359.3% | +48.1% | +210.4% |
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