+144.5%
REPL vs WING
-64.3%
+208.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.7% |
| 7D | -5.7% | -0.1% | -5.6% | -5.8% |
| 30D | +22.5% | -6.0% | +28.5% | +20.3% |
| 3M | +64.7% | -23.5% | +88.1% | +52.8% |
| 6M | +83.0% | -52.0% | +135.0% | +56.8% |
| YTD | +52.0% | -53.8% | +105.8% | +33.5% |
| 1Y | +144.5% | -63.8% | +208.3% | +132.9% |
| All | +144.5% | -64.3% | +208.8% | +132.9% |
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