+670.1%
WING vs CRL
+366.8%
+303.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.5% | +5.0% | -5.6% | -2.3% |
| 30D | +32.3% | +13.5% | +18.8% | +25.1% |
| 3M | +50.2% | +21.5% | +28.6% | +38.0% |
| 6M | +31.7% | +103.4% | -71.8% | -0.8% |
| YTD | -29.6% | +71.8% | -101.4% | -44.4% |
| 1Y | -29.7% | +97.5% | -127.2% | -47.4% |
| 3Y | -19.8% | +99.2% | -119.0% | -45.5% |
| 5Y | +3.1% | -12.1% | +15.2% | -2.1% |
| 10Y | +682.9% | +359.2% | +323.7% | +263.6% |
| All | +670.1% | +366.8% | +303.3% | +246.7% |
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