+246.1%
CRM vs WING
+412.2%
-166.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -5.0% | -2.3% | -2.7% | -4.5% |
| 30D | +23.6% | -5.6% | +29.3% | +24.7% |
| 3M | +39.6% | -22.9% | +62.5% | +46.5% |
| 6M | +23.4% | -50.4% | +73.9% | +42.4% |
| YTD | -7.4% | -53.3% | +46.0% | +7.2% |
| 1Y | -2.3% | -61.2% | +58.9% | +17.3% |
| 3Y | +10.5% | -30.1% | +40.6% | +5.2% |
| 5Y | -4.7% | -35.0% | +30.3% | -13.0% |
| 10Y | +234.7% | +375.5% | -140.8% | +87.4% |
| All | +246.1% | +412.2% | -166.1% | +83.8% |
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