+343.1%
RIO vs WING
+685.5%
-342.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.0% | -1.6% |
| 7D | +3.6% | +5.0% | -1.4% | +3.0% |
| 30D | -10.8% | +38.7% | -49.5% | -14.6% |
| 3M | -15.2% | +44.7% | -59.9% | -19.6% |
| 6M | -18.0% | +31.5% | -49.5% | -21.7% |
| YTD | +11.0% | -28.4% | +39.4% | +13.6% |
| 1Y | +26.4% | -28.2% | +54.5% | +29.0% |
| 3Y | +54.4% | -18.4% | +72.8% | +46.7% |
| 5Y | +98.1% | +5.2% | +92.8% | +73.4% |
| 10Y | +358.5% | +699.8% | -341.3% | +135.5% |
| All | +343.1% | +685.5% | -342.4% | +114.6% |
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 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