+568.7%
RSG vs WING
+412.2%
+156.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | +3.7% | -5.6% | +9.3% | +4.0% |
| 3M | +6.2% | -22.9% | +29.1% | +8.1% |
| 6M | -2.8% | -50.4% | +47.7% | +2.5% |
| YTD | +5.9% | -53.3% | +59.2% | +11.7% |
| 1Y | -1.8% | -61.2% | +59.5% | +5.1% |
| 3Y | +57.5% | -30.1% | +87.6% | +52.9% |
| 5Y | +91.1% | -35.0% | +126.1% | +82.0% |
| 10Y | +428.1% | +375.5% | +52.6% | +287.1% |
| All | +568.7% | +412.2% | +156.4% | +375.8% |
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 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