+21.8%
CVS vs WING
+685.5%
-663.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +4.7% |
| 7D | -2.6% | +5.0% | -7.6% | -3.1% |
| 30D | +4.0% | +38.7% | -34.7% | +1.2% |
| 3M | -6.3% | +44.7% | -51.0% | -9.3% |
| 6M | -0.4% | +31.5% | -31.9% | -3.2% |
| YTD | +15.6% | -28.4% | +44.0% | +16.9% |
| 1Y | +18.3% | -28.2% | +46.5% | +19.5% |
| 3Y | +47.3% | -18.4% | +65.7% | +43.2% |
| 5Y | +13.2% | +5.2% | +7.9% | +4.6% |
| 10Y | +57.2% | +699.8% | -642.7% | +8.3% |
| All | +21.8% | +685.5% | -663.8% | -17.6% |
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