+1,740.6%
VRT vs WING
+294.5%
+1,446.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.9% |
| 7D | -21.4% | +9.0% | -30.4% | -23.8% |
| 30D | -25.8% | +39.9% | -65.8% | -33.7% |
| 3M | -33.5% | +40.4% | -73.9% | -41.5% |
| 6M | -49.0% | +12.9% | -61.9% | -52.9% |
| YTD | +12.9% | -31.1% | +44.0% | +19.4% |
| 1Y | 0.0% | -32.7% | +32.7% | +6.1% |
| 3Y | +361.8% | -19.8% | +381.6% | +330.3% |
| 5Y | +565.1% | +4.0% | +561.2% | +424.0% |
| All | +1,740.6% | +294.5% | +1,446.2% | +891.8% |
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