-42.2%
RIG vs WING
+407.7%
-449.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.0% | -7.7% | -2.7% |
| 7D | -3.1% | +7.2% | -10.3% | -4.3% |
| 30D | -0.5% | +4.8% | -5.3% | -1.7% |
| 3M | -6.0% | -23.7% | +17.7% | -2.6% |
| 6M | -10.1% | -43.6% | +33.4% | -2.8% |
| YTD | +37.3% | -50.6% | +87.9% | +50.8% |
| 1Y | +73.9% | -57.0% | +131.0% | +94.8% |
| 3Y | -30.2% | -28.3% | -1.9% | -36.2% |
| 5Y | +62.5% | -32.4% | +94.9% | +42.3% |
| All | -42.2% | +407.7% | -449.9% | -73.6% |
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