+304.8%
RL vs WING
+359.3%
-54.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.4% | -3.5% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | -17.5% | -5.6% | -11.9% | -16.8% |
| 3M | -14.0% | -22.9% | +8.9% | -10.3% |
| 6M | -2.0% | -50.4% | +48.5% | +10.5% |
| YTD | -4.6% | -53.3% | +48.7% | +7.9% |
| 1Y | +9.5% | -61.2% | +70.7% | +27.6% |
| 3Y | +200.5% | -30.1% | +230.5% | +195.5% |
| 5Y | +226.3% | -35.0% | +261.3% | +206.6% |
| 10Y | +304.8% | +375.5% | -70.7% | +164.5% |
| All | +304.8% | +359.3% | -54.5% | +164.5% |
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