+309.2%
RNG vs WING
+405.9%
-96.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.6% |
| 7D | +5.8% | -3.9% | +9.6% | +7.1% |
| 30D | +19.6% | -11.6% | +31.2% | +23.5% |
| 3M | +67.0% | -24.2% | +91.2% | +79.7% |
| 6M | +88.4% | -54.1% | +142.4% | +137.4% |
| YTD | +155.5% | -53.9% | +209.4% | +214.9% |
| 1Y | +141.7% | -64.4% | +206.0% | +222.7% |
| 3Y | +131.1% | -30.2% | +161.3% | +103.3% |
| 5Y | -70.6% | -34.1% | -36.5% | -75.1% |
| 10Y | +228.2% | +342.1% | -113.9% | +38.4% |
| All | +309.2% | +405.9% | -96.6% | +59.6% |
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