+10.7%
RL vs WING
-65.5%
+76.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -0.8% | -3.9% | +3.0% | -0.3% |
| 30D | -7.8% | -11.6% | +3.8% | -6.3% |
| 3M | -4.0% | -24.2% | +20.2% | -0.3% |
| 6M | -1.9% | -54.1% | +52.2% | +8.5% |
| YTD | -0.2% | -53.9% | +53.7% | +9.7% |
| 1Y | +10.7% | -64.4% | +75.0% | +24.3% |
| All | +10.7% | -65.5% | +76.2% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling