-64.4%
WING vs CRL
+78.8%
-143.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -3.9% | -1.0% | -2.8% | -3.6% |
| 30D | -11.6% | +10.7% | -22.2% | -13.8% |
| 3M | -24.2% | +55.3% | -79.5% | -32.7% |
| 6M | -54.1% | +60.7% | -114.7% | -59.7% |
| YTD | -53.9% | +44.6% | -98.5% | -58.7% |
| 1Y | -64.4% | +77.7% | -142.1% | -70.7% |
| All | -64.4% | +78.8% | -143.2% | -70.7% |
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