+256.9%
CP vs WING
+686.1%
-429.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | +9.6% | +32.3% | -22.7% | +5.2% |
| 3M | +2.2% | +50.2% | -47.9% | -4.1% |
| 6M | +11.1% | +31.7% | -20.6% | +5.4% |
| YTD | +28.2% | -29.6% | +57.8% | +31.7% |
| 1Y | +32.2% | -29.7% | +61.9% | +35.5% |
| 3Y | +35.5% | -19.8% | +55.3% | +29.4% |
| 5Y | +26.8% | +3.1% | +23.7% | +11.4% |
| 10Y | +256.9% | +682.9% | -426.0% | +106.7% |
| All | +256.9% | +686.1% | -429.2% | +106.7% |
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