+375.5%
WING vs CRL
+244.4%
+131.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -2.3% | -4.6% | +2.3% | -0.7% |
| 30D | -5.6% | +0.5% | -6.1% | -6.0% |
| 3M | -22.9% | +46.6% | -69.5% | -33.5% |
| 6M | -50.4% | +57.3% | -107.7% | -58.8% |
| YTD | -53.3% | +39.5% | -92.9% | -59.7% |
| 1Y | -61.2% | +76.9% | -138.1% | -69.6% |
| 3Y | -30.1% | +39.4% | -69.4% | -44.5% |
| 5Y | -35.0% | -37.2% | +2.2% | -28.1% |
| 10Y | +375.5% | +253.4% | +122.1% | +175.3% |
| All | +375.5% | +244.4% | +131.1% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling