+347.0%
RMD vs WING
+405.9%
-58.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -5.0% | -3.9% | -1.1% | -4.4% |
| 30D | +2.2% | -11.6% | +13.8% | +4.0% |
| 3M | +17.8% | -24.2% | +42.0% | +22.6% |
| 6M | -11.3% | -54.1% | +42.7% | -0.3% |
| YTD | -4.4% | -53.9% | +49.5% | +6.7% |
| 1Y | -15.7% | -64.4% | +48.6% | -2.3% |
| 3Y | +47.7% | -30.2% | +77.9% | +44.4% |
| 5Y | -19.2% | -34.1% | +14.9% | -23.8% |
| 10Y | +280.4% | +342.1% | -61.8% | +151.9% |
| All | +347.0% | +405.9% | -58.9% | +183.8% |
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