+22.8%
CVS vs WING
+637.7%
-614.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.6% |
| 7D | +10.4% | -3.9% | +14.3% | +10.7% |
| 30D | +3.3% | +26.6% | -23.3% | +1.2% |
| 3M | -4.5% | +42.5% | -47.0% | -7.6% |
| 6M | -4.4% | +29.4% | -33.8% | -7.0% |
| YTD | +16.6% | -32.8% | +49.4% | +18.5% |
| 1Y | +15.3% | -33.5% | +48.8% | +17.1% |
| 3Y | +48.6% | -23.4% | +71.9% | +45.1% |
| 5Y | +12.9% | -0.4% | +13.3% | +4.7% |
| 10Y | +63.2% | +647.8% | -584.6% | +13.1% |
| All | +22.8% | +637.7% | -614.9% | -16.5% |
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