+175.6%
RCL vs WING
-29.7%
+205.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | -5.1% | -3.9% | -1.2% | -4.3% |
| 30D | -19.0% | -11.6% | -7.4% | -17.1% |
| 3M | -9.6% | -24.2% | +14.6% | -4.5% |
| 6M | -6.7% | -54.1% | +47.4% | +9.7% |
| YTD | -3.9% | -53.9% | +50.0% | +11.9% |
| 1Y | -25.1% | -64.4% | +39.3% | -7.6% |
| All | +175.6% | -29.7% | +205.2% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling