+670.1%
WING vs RBA
+308.9%
+361.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +32.3% | +9.0% | +23.3% | +28.7% |
| 3M | +50.2% | +7.2% | +43.0% | +46.3% |
| 6M | +31.7% | -7.8% | +39.4% | +34.3% |
| YTD | -29.6% | -6.4% | -23.3% | -28.2% |
| 1Y | -29.7% | -4.2% | -25.5% | -28.8% |
| 3Y | -19.8% | +64.1% | -83.9% | -31.7% |
| 5Y | +3.1% | +48.4% | -45.3% | -12.1% |
| 10Y | +682.9% | +209.9% | +473.0% | +424.3% |
| All | +670.1% | +308.9% | +361.1% | +356.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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