+454.9%
RVMD vs WING
+0.5%
+454.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.4% |
| 7D | -0.7% | -3.9% | +3.2% | +0.1% |
| 30D | -6.4% | +26.6% | -33.1% | -11.6% |
| 3M | -14.1% | +42.5% | -56.6% | -21.9% |
| 6M | +21.0% | +29.4% | -8.4% | +11.1% |
| YTD | +121.4% | -32.8% | +154.2% | +133.7% |
| 1Y | +167.9% | -33.5% | +201.3% | +182.1% |
| 3Y | +794.7% | -23.4% | +818.1% | +670.6% |
| All | +454.9% | +0.5% | +454.5% | +296.6% |
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 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