-7.2%
RKT vs WING
-35.4%
+28.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +0.7% | -6.0% | +6.7% | +1.8% |
| 3M | +11.8% | -23.5% | +35.3% | +19.4% |
| 6M | -7.6% | -52.0% | +44.4% | +10.7% |
| YTD | -28.7% | -53.8% | +25.1% | -14.2% |
| 1Y | -32.6% | -63.8% | +31.2% | -14.1% |
| 3Y | +42.1% | -30.8% | +72.9% | +31.0% |
| 5Y | -7.2% | -34.3% | +27.1% | -24.8% |
| All | -7.2% | -35.4% | +28.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling