+140.3%
RBRK vs WING
-69.0%
+209.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -8.3% | -0.5% | -7.8% | -8.6% |
| 3M | +24.7% | -23.9% | +48.5% | +29.4% |
| 6M | +58.9% | -48.9% | +107.8% | +78.1% |
| YTD | +16.3% | -53.3% | +69.6% | +31.4% |
| 1Y | +10.1% | -60.3% | +70.4% | +29.3% |
| All | +140.3% | -69.0% | +209.3% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling