-34.3%
WING vs CRL
-37.4%
+3.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.0% |
| 7D | -0.1% | -0.6% | +0.4% | 0.0% |
| 30D | -6.0% | +5.0% | -11.0% | -7.5% |
| 3M | -23.5% | +50.6% | -74.1% | -32.9% |
| 6M | -52.0% | +60.9% | -112.9% | -59.2% |
| YTD | -53.8% | +40.7% | -94.5% | -59.2% |
| 1Y | -63.8% | +73.3% | -137.1% | -70.3% |
| 3Y | -30.8% | +40.6% | -71.3% | -42.7% |
| 5Y | -34.3% | -37.0% | +2.7% | -24.0% |
| All | -34.3% | -37.4% | +3.1% | -24.0% |
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 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