+373.0%
RL vs WING
+742.9%
-369.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.4% | -2.6% | +4.2% |
| 7D | +0.2% | +8.6% | -8.3% | -1.3% |
| 30D | +7.3% | +44.8% | -37.4% | -0.2% |
| 3M | +1.0% | +51.9% | -50.9% | -7.6% |
| 6M | +11.8% | +37.2% | -25.5% | +3.5% |
| YTD | +13.6% | -25.3% | +38.9% | +16.8% |
| 1Y | +24.0% | -25.1% | +49.1% | +27.1% |
| 3Y | +256.6% | -12.9% | +269.5% | +236.6% |
| 5Y | +240.2% | +12.0% | +228.2% | +187.5% |
| 10Y | +373.0% | +716.5% | -343.5% | +175.3% |
| All | +373.0% | +742.9% | -369.9% | +175.3% |
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 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