+405.5%
WING vs CNI
+156.8%
+248.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | +2.5% | -2.6% | -1.5% |
| 30D | -6.0% | -2.5% | -3.5% | -4.9% |
| 3M | -23.5% | +2.7% | -26.2% | -24.8% |
| 6M | -52.0% | +16.9% | -68.9% | -56.1% |
| YTD | -53.8% | +26.3% | -80.1% | -59.7% |
| 1Y | -63.8% | +31.1% | -94.9% | -69.1% |
| 3Y | -30.8% | +21.1% | -51.9% | -39.3% |
| 5Y | -34.3% | +11.0% | -45.3% | -39.8% |
| 10Y | +352.4% | +128.1% | +224.3% | +177.0% |
| All | +405.5% | +156.8% | +248.7% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling