-68.2%
WING vs CAI
-11.0%
-57.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.3% |
| 7D | -2.3% | -3.1% | +0.8% | -2.0% |
| 30D | -5.6% | +2.7% | -8.3% | -6.2% |
| 3M | -22.9% | +41.7% | -64.6% | -26.2% |
| 6M | -50.4% | +26.5% | -76.9% | -52.0% |
| YTD | -53.3% | -10.9% | -42.4% | -53.3% |
| 1Y | -61.2% | -29.2% | -32.0% | -59.9% |
| All | -68.2% | -11.0% | -57.2% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling