+328.1%
COR vs WING
+719.8%
-391.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +3.0% |
| 7D | +2.3% | +8.6% | -6.2% | +1.7% |
| 30D | +6.8% | +44.8% | -38.0% | +3.5% |
| 3M | +8.1% | +51.9% | -43.8% | +4.2% |
| 6M | +33.0% | +37.2% | -4.2% | +28.7% |
| YTD | +3.0% | -25.3% | +28.3% | +4.0% |
| 1Y | -3.4% | -25.1% | +21.7% | -2.6% |
| 3Y | +80.1% | -12.9% | +93.1% | +72.6% |
| 5Y | +194.7% | +12.0% | +182.7% | +167.0% |
| 10Y | +512.3% | +716.5% | -204.2% | +305.4% |
| All | +328.1% | +719.8% | -391.7% | +178.3% |
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