+626.7%
RVMD vs WING
+24.6%
+602.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.0% | -3.9% | +4.9% | +1.9% |
| 30D | +6.4% | -11.6% | +18.0% | +8.9% |
| 3M | +34.9% | -24.2% | +59.1% | +42.2% |
| 6M | +107.6% | -54.1% | +161.6% | +145.8% |
| YTD | +163.7% | -53.9% | +217.6% | +205.8% |
| 1Y | +439.2% | -64.4% | +503.6% | +563.6% |
| 3Y | +499.2% | -30.2% | +529.4% | +440.7% |
| 5Y | +621.7% | -34.1% | +655.8% | +507.4% |
| All | +626.7% | +24.6% | +602.1% | +375.2% |
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