+154.4%
REPL vs WING
-35.4%
+189.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +7.7% |
| 7D | +22.8% | +9.0% | +13.7% | +24.6% |
| 30D | +63.8% | +39.9% | +23.8% | +75.9% |
| 3M | +68.1% | +40.4% | +27.7% | +81.9% |
| 6M | +528.5% | +12.9% | +515.6% | +542.2% |
| YTD | +122.4% | -31.1% | +153.5% | +117.0% |
| 1Y | +154.4% | -32.7% | +187.1% | +149.4% |
| All | +154.4% | -35.4% | +189.8% | +149.4% |
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