+174.3%
RRX vs WING
+637.4%
-463.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | +4.3% | -2.5% | +6.8% | +4.9% |
| 30D | +12.3% | +29.5% | -17.2% | +6.1% |
| 3M | +3.7% | +40.2% | -36.5% | -4.3% |
| 6M | -13.9% | +32.7% | -46.6% | -20.7% |
| YTD | +26.5% | -32.8% | +59.3% | +32.5% |
| 1Y | +29.3% | -31.7% | +61.0% | +34.7% |
| 3Y | +65.6% | -24.7% | +90.3% | +59.4% |
| 5Y | +10.6% | -0.5% | +11.1% | -5.2% |
| 10Y | +202.9% | +647.5% | -444.6% | +53.9% |
| All | +174.3% | +637.4% | -463.1% | +32.6% |
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