+76.0%
CTAS vs WING
-19.7%
+95.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | +1.2% | +9.0% | -7.9% | +0.4% |
| 30D | +12.8% | +39.9% | -27.2% | +9.3% |
| 3M | +10.3% | +40.4% | -30.1% | +6.6% |
| 6M | +32.0% | +12.9% | +19.1% | +29.7% |
| YTD | +19.1% | -31.1% | +50.2% | +21.6% |
| 1Y | +21.5% | -32.7% | +54.2% | +24.1% |
| 3Y | +76.0% | -19.8% | +95.8% | +50.3% |
| All | +76.0% | -19.7% | +95.7% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling