+78.9%
CTVA vs WING
-31.3%
+110.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.2% |
| 7D | -2.1% | -0.1% | -1.9% | -2.1% |
| 30D | +12.0% | -6.0% | +18.1% | +12.3% |
| 3M | +13.5% | -23.5% | +37.0% | +14.8% |
| 6M | +12.1% | -52.0% | +64.1% | +15.8% |
| YTD | +29.0% | -53.8% | +82.8% | +33.3% |
| 1Y | +18.9% | -63.8% | +82.7% | +24.1% |
| 3Y | +78.9% | -30.8% | +109.7% | +74.8% |
| All | +78.9% | -31.3% | +110.2% | +74.8% |
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 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