-60.3%
WING vs CRL
+73.3%
-133.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.4% |
| 7D | +0.2% | -6.9% | +7.2% | +1.8% |
| 30D | -0.5% | -3.2% | +2.7% | +0.2% |
| 3M | -23.9% | +46.5% | -70.4% | -31.2% |
| 6M | -48.9% | +63.1% | -112.0% | -55.2% |
| YTD | -53.3% | +36.9% | -90.2% | -57.5% |
| 1Y | -60.3% | +78.1% | -138.4% | -66.8% |
| All | -60.3% | +73.3% | -133.6% | -66.8% |
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