-33.0%
REPL vs WING
+9.2%
-42.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.4% | -5.4% | +0.5% |
| 7D | +14.2% | +8.6% | +5.7% | +11.3% |
| 30D | +65.9% | +44.8% | +21.1% | +49.3% |
| 3M | +84.6% | +51.9% | +32.6% | +62.1% |
| 6M | +446.9% | +37.2% | +409.7% | +378.8% |
| YTD | +129.0% | -25.3% | +154.3% | +131.1% |
| 1Y | +167.9% | -25.1% | +193.0% | +167.4% |
| 3Y | +93.9% | -12.9% | +106.8% | +83.6% |
| 5Y | -33.0% | +12.0% | -45.0% | -42.9% |
| All | -33.0% | +9.2% | -42.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling