+8.2%
RBRK vs WING
-65.5%
+73.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.7% |
| 7D | +0.7% | -3.9% | +4.5% | +0.7% |
| 30D | +10.4% | -11.6% | +22.0% | +10.9% |
| 3M | +21.6% | -24.2% | +45.8% | +22.7% |
| 6M | +70.7% | -54.1% | +124.8% | +77.5% |
| YTD | +22.5% | -53.9% | +76.4% | +28.0% |
| 1Y | +8.2% | -64.4% | +72.6% | +28.7% |
| All | +8.2% | -65.5% | +73.8% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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