+346.0%
RL vs WING
+686.1%
-340.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | +5.6% | +32.3% | -26.7% | -0.2% |
| 3M | -0.6% | +50.2% | -50.8% | -8.9% |
| 6M | +15.5% | +31.7% | -16.2% | +7.7% |
| YTD | +12.3% | -29.6% | +42.0% | +16.8% |
| 1Y | +19.3% | -29.7% | +49.0% | +23.7% |
| 3Y | +255.5% | -19.8% | +275.3% | +240.9% |
| 5Y | +247.1% | +3.1% | +244.0% | +197.5% |
| 10Y | +346.0% | +682.9% | -336.9% | +148.4% |
| All | +346.0% | +686.1% | -340.1% | +148.4% |
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