-6.0%
RMD vs WING
+0.7%
-6.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +2.3% | +9.0% | -6.7% | +1.0% |
| 30D | +4.1% | +39.9% | -35.8% | -1.3% |
| 3M | +5.7% | +40.4% | -34.7% | -0.4% |
| 6M | +12.9% | +12.9% | 0.0% | +9.4% |
| YTD | -1.5% | -31.1% | +29.6% | +2.6% |
| 1Y | -4.8% | -32.7% | +28.0% | -0.6% |
| 3Y | +57.5% | -19.8% | +77.3% | +47.8% |
| All | -6.0% | +0.7% | -6.8% | -22.2% |
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