+531.8%
RVMD vs WING
-29.7%
+561.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | -0.7% | -2.3% | +1.5% | -0.5% |
| 30D | +0.3% | -5.6% | +6.0% | +0.7% |
| 3M | +38.9% | -22.9% | +61.8% | +42.3% |
| 6M | +108.1% | -50.4% | +158.5% | +124.6% |
| YTD | +160.7% | -53.3% | +214.1% | +179.8% |
| 1Y | +407.3% | -61.2% | +468.5% | +458.0% |
| All | +531.8% | -29.7% | +561.5% | +331.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling