+261.5%
RF vs WING
+742.9%
-481.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.4% | -6.2% | +0.8% |
| 7D | -0.1% | +8.6% | -8.7% | -1.5% |
| 30D | +7.0% | +44.8% | -37.7% | +0.5% |
| 3M | -7.0% | +51.9% | -59.0% | -13.9% |
| 6M | +6.8% | +37.2% | -30.5% | -0.3% |
| YTD | +9.9% | -25.3% | +35.2% | +12.4% |
| 1Y | +21.1% | -25.1% | +46.2% | +23.6% |
| 3Y | +119.6% | -12.9% | +132.5% | +103.5% |
| 5Y | +46.2% | +12.0% | +34.2% | +22.1% |
| 10Y | +261.5% | +716.5% | -455.0% | +73.4% |
| All | +261.5% | +742.9% | -481.4% | +73.4% |
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 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