+390.3%
RCL vs WING
+656.3%
-266.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +6.5% | +9.0% | -2.5% | +4.0% |
| 30D | +15.9% | +39.9% | -24.1% | +5.2% |
| 3M | +2.7% | +40.4% | -37.7% | -7.6% |
| 6M | +15.2% | +12.9% | +2.3% | +9.1% |
| YTD | +19.2% | -31.1% | +50.3% | +27.1% |
| 1Y | +31.6% | -32.7% | +64.3% | +40.9% |
| 3Y | +274.2% | -19.8% | +294.0% | +255.6% |
| 5Y | +250.1% | +4.0% | +246.1% | +187.1% |
| 10Y | +388.4% | +684.4% | -296.0% | +144.2% |
| All | +390.3% | +656.3% | -266.0% | +141.5% |
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