+588.9%
RVMD vs WING
-33.2%
+622.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.7% | -1.1% |
| 7D | -3.0% | +7.2% | -10.2% | -4.5% |
| 30D | -0.7% | +4.8% | -5.5% | -2.4% |
| 3M | +36.5% | -23.7% | +60.2% | +43.6% |
| 6M | +104.6% | -43.6% | +148.2% | +130.1% |
| YTD | +155.8% | -50.6% | +206.4% | +191.2% |
| 1Y | +340.7% | -57.0% | +397.7% | +415.7% |
| 3Y | +519.9% | -28.3% | +548.2% | +426.3% |
| All | +588.9% | -33.2% | +622.0% | +435.1% |
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