+13.2%
RRX vs WING
-2.2%
+15.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.4% |
| 7D | +12.6% | -3.9% | +16.5% | +13.4% |
| 30D | +10.6% | +26.6% | -16.1% | +5.4% |
| 3M | +4.6% | +42.5% | -37.9% | -3.1% |
| 6M | -13.6% | +29.4% | -43.0% | -19.5% |
| YTD | +29.4% | -32.8% | +62.2% | +35.8% |
| 1Y | +31.9% | -33.5% | +65.4% | +38.4% |
| 3Y | +68.3% | -23.4% | +91.6% | +58.3% |
| 5Y | +13.2% | -0.4% | +13.7% | -8.8% |
| All | +13.2% | -2.2% | +15.4% | -8.8% |
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