-68.2%
WING vs CAI
-11.0%
-57.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.2% | -5.1% | +5.3% | +0.7% |
| 30D | -0.5% | +3.9% | -4.4% | -1.1% |
| 3M | -23.9% | +40.1% | -64.0% | -27.0% |
| 6M | -48.9% | +29.7% | -78.5% | -50.7% |
| YTD | -53.3% | -10.9% | -42.5% | -53.3% |
| 1Y | -60.3% | -28.0% | -32.3% | -59.1% |
| 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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling