+404.4%
WING vs CRL
+292.9%
+111.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -3.9% | -1.0% | -2.8% | -3.5% |
| 30D | -11.6% | +10.7% | -22.2% | -14.9% |
| 3M | -24.2% | +55.3% | -79.5% | -36.0% |
| 6M | -54.1% | +60.7% | -114.7% | -62.2% |
| YTD | -53.9% | +44.6% | -98.5% | -60.7% |
| 1Y | -64.4% | +77.7% | -142.1% | -72.1% |
| 3Y | -30.2% | +37.6% | -67.8% | -44.1% |
| 5Y | -34.1% | -35.8% | +1.7% | -28.2% |
| 10Y | +342.1% | +241.7% | +100.4% | +131.5% |
| All | +404.4% | +292.9% | +111.4% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling