+247.3%
RL vs WING
+656.3%
-409.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -4.2% | +9.0% | -13.2% | -5.7% |
| 30D | +4.3% | +39.9% | -35.7% | -2.5% |
| 3M | -4.6% | +40.4% | -45.0% | -11.4% |
| 6M | +1.7% | +12.9% | -11.2% | -2.2% |
| YTD | +7.3% | -31.1% | +38.4% | +12.0% |
| 1Y | +20.8% | -32.7% | +53.5% | +26.3% |
| 3Y | +247.0% | -19.8% | +266.8% | +233.2% |
| 5Y | +225.5% | +4.0% | +221.5% | +181.1% |
| 10Y | +363.0% | +684.4% | -321.4% | +159.9% |
| All | +247.3% | +656.3% | -409.0% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling