-71.4%
RNG vs WING
+0.2%
-71.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +4.6% | -2.7% | +7.3% | +5.2% |
| 30D | +0.4% | +29.3% | -28.8% | -7.8% |
| 3M | +11.4% | +39.9% | -28.5% | -1.7% |
| 6M | +95.7% | +32.4% | +63.2% | +72.9% |
| YTD | +162.9% | -32.9% | +195.8% | +182.4% |
| 1Y | +180.3% | -31.9% | +212.1% | +197.9% |
| 3Y | +188.3% | -24.9% | +213.2% | +130.0% |
| All | -71.4% | +0.2% | -71.6% | -82.7% |
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