-66.7%
RIG vs WING
+405.9%
-472.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | +0.9% | -3.9% | +4.7% | +1.6% |
| 30D | +13.8% | -11.6% | +25.4% | +16.0% |
| 3M | -6.4% | -24.2% | +17.8% | -2.6% |
| 6M | -8.2% | -54.1% | +45.9% | +4.5% |
| YTD | +41.6% | -53.9% | +95.5% | +59.1% |
| 1Y | +88.7% | -64.4% | +153.1% | +122.4% |
| 3Y | -30.9% | -30.2% | -0.7% | -37.0% |
| 5Y | +57.7% | -34.1% | +91.8% | +37.5% |
| 10Y | -39.3% | +342.1% | -381.4% | -74.8% |
| All | -66.7% | +405.9% | -472.6% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling