+475.2%
COR vs WING
+620.6%
-145.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +0.2% |
| 7D | +2.9% | -3.9% | +6.8% | +3.1% |
| 30D | +5.8% | +26.6% | -20.8% | +3.8% |
| 3M | +11.4% | +42.5% | -31.1% | +8.1% |
| 6M | +34.5% | +29.4% | +5.1% | +30.8% |
| YTD | +4.1% | -32.8% | +36.8% | +5.9% |
| 1Y | -3.1% | -33.5% | +30.3% | -1.5% |
| 3Y | +80.9% | -23.4% | +104.2% | +75.0% |
| 5Y | +195.1% | -0.4% | +195.6% | +169.9% |
| All | +475.2% | +620.6% | -145.4% | +290.1% |
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