+17.9%
RRX vs WING
-33.6%
+51.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | -0.7% | -2.3% | +1.6% | -0.3% |
| 30D | -8.0% | -5.6% | -2.3% | -7.3% |
| 3M | -25.1% | -22.9% | -2.1% | -22.0% |
| 6M | -18.3% | -50.4% | +32.2% | -7.8% |
| YTD | +14.2% | -53.3% | +67.5% | +28.7% |
| 1Y | +13.0% | -61.2% | +74.3% | +31.9% |
| 3Y | +4.2% | -30.1% | +34.3% | -1.3% |
| 5Y | +17.9% | -35.0% | +52.9% | -0.2% |
| All | +17.9% | -33.6% | +51.5% | -0.2% |
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 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