-2.6%
REPL vs WING
+144.1%
-146.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +22.5% | -6.0% | +28.5% | +24.1% |
| 3M | +64.7% | -23.5% | +88.1% | +74.6% |
| 6M | +83.0% | -52.0% | +135.0% | +118.6% |
| YTD | +52.0% | -53.8% | +105.8% | +77.5% |
| 1Y | +144.5% | -63.8% | +208.3% | +209.5% |
| 3Y | -25.1% | -30.8% | +5.7% | -26.9% |
| 5Y | -52.9% | -34.3% | -18.6% | -56.4% |
| All | -2.6% | +144.1% | -146.7% | -40.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling