-28.8%
WING vs CRL
+85.3%
-114.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.3% | +11.0% | +4.6% |
| 7D | +21.0% | -12.8% | +33.7% | +22.9% |
| 30D | +56.9% | +5.0% | +51.9% | +54.6% |
| 3M | +38.4% | +39.4% | -1.0% | +28.1% |
| 6M | +12.0% | +89.4% | -77.4% | -3.9% |
| YTD | -29.2% | +63.6% | -92.8% | -37.9% |
| 1Y | -28.8% | +83.5% | -112.3% | -38.0% |
| All | -28.8% | +85.3% | -114.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling