+215.0%
RNG vs WING
+407.7%
-192.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.1% | -2.2% |
| 7D | -6.1% | +7.2% | -13.3% | -8.3% |
| 30D | +9.6% | +4.8% | +4.8% | +6.9% |
| 3M | +83.3% | -23.7% | +107.0% | +97.2% |
| 6M | +77.9% | -43.6% | +121.5% | +109.0% |
| YTD | +139.9% | -50.6% | +190.5% | +189.2% |
| 1Y | +121.7% | -57.0% | +178.7% | +177.1% |
| 3Y | +121.9% | -28.3% | +150.1% | +91.5% |
| 5Y | -68.4% | -32.4% | -36.0% | -74.0% |
| All | +215.0% | +407.7% | -192.7% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling