+105.1%
CTVA vs WING
-33.6%
+138.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.4% |
| 7D | -5.8% | -2.3% | -3.5% | -5.7% |
| 30D | +11.1% | -5.6% | +16.7% | +11.4% |
| 3M | +13.2% | -22.9% | +36.1% | +14.8% |
| 6M | +8.7% | -50.4% | +59.1% | +13.0% |
| YTD | +27.3% | -53.3% | +80.6% | +32.5% |
| 1Y | +18.0% | -61.2% | +79.2% | +24.0% |
| 3Y | +76.5% | -30.1% | +106.5% | +72.8% |
| 5Y | +105.1% | -35.0% | +140.1% | +98.2% |
| All | +105.1% | -33.6% | +138.7% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling