+174.3%
RRX vs WING
+635.9%
-461.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +4.3% | -2.7% | +7.0% | +4.9% |
| 30D | +12.3% | +29.3% | -16.9% | +6.1% |
| 3M | +3.7% | +39.9% | -36.2% | -4.3% |
| 6M | -13.9% | +32.4% | -46.3% | -20.6% |
| YTD | +26.5% | -32.9% | +59.4% | +32.5% |
| 1Y | +29.3% | -31.9% | +61.2% | +34.7% |
| 3Y | +65.6% | -24.9% | +90.4% | +59.4% |
| 5Y | +10.6% | -0.7% | +11.3% | -5.1% |
| 10Y | +202.9% | +645.9% | -443.1% | +54.0% |
| All | +174.3% | +635.9% | -461.6% | +32.7% |
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