+209.8%
RF vs WING
+620.6%
-410.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | +0.4% | -3.9% | +4.3% | +0.9% |
| 30D | +5.6% | +26.6% | -21.1% | +1.2% |
| 3M | -8.9% | +42.5% | -51.4% | -14.7% |
| 6M | +7.1% | +29.4% | -22.3% | +0.8% |
| YTD | +8.3% | -32.8% | +41.1% | +12.7% |
| 1Y | +16.8% | -33.5% | +50.3% | +21.5% |
| 3Y | +115.0% | -23.4% | +138.4% | +103.6% |
| 5Y | +46.4% | -0.4% | +46.8% | +24.8% |
| All | +209.8% | +620.6% | -410.8% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling