+240.6%
RL vs WING
+0.2%
+240.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +2.6% | -2.7% | +5.3% | +3.2% |
| 30D | +2.9% | +29.3% | -26.3% | -2.8% |
| 3M | 0.0% | +39.9% | -39.9% | -7.9% |
| 6M | +17.1% | +32.4% | -15.3% | +8.2% |
| YTD | +10.1% | -32.9% | +43.1% | +16.4% |
| 1Y | +17.3% | -31.9% | +49.2% | +23.2% |
| 3Y | +249.3% | -24.9% | +274.2% | +227.1% |
| All | +240.6% | +0.2% | +240.4% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling