-32.3%
WING vs CNI
+18.7%
-51.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +0.2% | -1.1% | +1.3% | +0.7% |
| 30D | -0.5% | -3.5% | +3.1% | +1.1% |
| 3M | -23.9% | +2.2% | -26.1% | -24.9% |
| 6M | -48.9% | +15.1% | -64.0% | -52.5% |
| YTD | -53.3% | +24.7% | -78.0% | -58.6% |
| 1Y | -60.3% | +33.4% | -93.7% | -66.0% |
| All | -32.3% | +18.7% | -51.0% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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