+5.2%
WING vs CRL
-9.4%
+14.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.0% | -3.6% |
| 7D | +5.0% | -1.7% | +6.7% | +5.2% |
| 30D | +38.7% | +14.6% | +24.1% | +32.3% |
| 3M | +44.7% | +24.8% | +19.9% | +34.2% |
| 6M | +31.5% | +94.7% | -63.2% | +5.8% |
| YTD | -28.4% | +73.4% | -101.8% | -40.9% |
| 1Y | -28.2% | +104.7% | -132.8% | -43.8% |
| 3Y | -18.4% | +101.1% | -119.5% | -41.1% |
| 5Y | +5.2% | -10.8% | +16.0% | +3.3% |
| All | +5.2% | -9.4% | +14.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling