+31.4%
CVS vs WING
+405.9%
-374.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.0% | -3.9% | +7.8% | +4.3% |
| 30D | -2.4% | -11.6% | +9.2% | -1.6% |
| 3M | +2.7% | -24.2% | +26.9% | +4.6% |
| 6M | +21.9% | -54.1% | +75.9% | +28.8% |
| YTD | +24.7% | -53.9% | +78.7% | +31.0% |
| 1Y | +35.4% | -64.4% | +99.8% | +45.1% |
| 3Y | +65.2% | -30.2% | +95.4% | +62.1% |
| 5Y | +30.5% | -34.1% | +64.7% | +25.4% |
| 10Y | +40.4% | +342.1% | -301.8% | +2.6% |
| All | +31.4% | +405.9% | -374.5% | -7.6% |
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