-66.3%
WING vs CAI
-9.9%
-56.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.2% | +4.7% | +5.8% |
| 7D | +7.2% | -2.9% | +10.1% | +7.5% |
| 30D | +4.8% | +9.3% | -4.6% | +3.5% |
| 3M | -23.7% | +35.2% | -58.9% | -26.4% |
| 6M | -43.6% | +30.7% | -74.3% | -45.6% |
| YTD | -50.6% | -9.8% | -40.8% | -50.6% |
| 1Y | -57.0% | -28.9% | -28.2% | -55.5% |
| All | -66.3% | -9.9% | -56.4% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling