+321.1%
RNG vs WING
+635.9%
-314.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +4.6% | -2.7% | +7.3% | +5.3% |
| 30D | +0.4% | +29.3% | -28.8% | -8.7% |
| 3M | +11.4% | +39.9% | -28.5% | -3.0% |
| 6M | +95.7% | +32.4% | +63.2% | +70.7% |
| YTD | +162.9% | -32.9% | +195.8% | +180.9% |
| 1Y | +180.3% | -31.9% | +212.1% | +196.3% |
| 3Y | +188.3% | -24.9% | +213.2% | +153.7% |
| 5Y | -72.5% | -0.7% | -71.8% | -80.0% |
| 10Y | +236.7% | +645.9% | -409.3% | +17.4% |
| All | +321.1% | +635.9% | -314.8% | +42.3% |
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