+241.8%
CVX vs WING
+685.5%
-443.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.6% |
| 7D | -6.2% | +5.0% | -11.2% | -6.7% |
| 30D | -0.4% | +38.7% | -39.1% | -3.7% |
| 3M | +9.3% | +44.7% | -35.4% | +4.8% |
| 6M | +18.4% | +31.5% | -13.1% | +13.9% |
| YTD | +42.5% | -28.4% | +70.9% | +44.8% |
| 1Y | +41.0% | -28.2% | +69.2% | +43.0% |
| 3Y | +67.5% | -18.4% | +85.9% | +58.7% |
| 5Y | +126.1% | +5.2% | +120.9% | +99.0% |
| 10Y | +198.8% | +699.8% | -501.1% | +63.9% |
| All | +241.8% | +685.5% | -443.7% | +81.0% |
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