+253.4%
RL vs WING
-23.4%
+276.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.1% |
| 7D | +2.4% | -3.9% | +6.3% | +3.0% |
| 30D | +4.6% | +26.6% | -22.1% | +0.5% |
| 3M | -1.1% | +42.5% | -43.6% | -7.2% |
| 6M | +16.5% | +29.4% | -12.9% | +10.5% |
| YTD | +11.4% | -32.8% | +44.2% | +16.3% |
| 1Y | +16.1% | -33.5% | +49.5% | +21.1% |
| All | +253.4% | -23.4% | +276.8% | +237.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling