+717.4%
WING vs RBA
+309.3%
+408.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.0% | +7.6% |
| 7D | +8.6% | +2.5% | +6.0% | +7.8% |
| 30D | +44.8% | +11.6% | +33.2% | +39.7% |
| 3M | +51.9% | +1.5% | +50.4% | +50.8% |
| 6M | +37.2% | -6.6% | +43.9% | +39.5% |
| YTD | -25.3% | -6.3% | -19.0% | -23.8% |
| 1Y | -25.1% | -4.0% | -21.1% | -24.2% |
| 3Y | -12.9% | +47.3% | -60.2% | -23.6% |
| 5Y | +12.0% | +47.7% | -35.6% | -4.3% |
| 10Y | +716.5% | +224.7% | +491.8% | +444.6% |
| All | +717.4% | +309.3% | +408.1% | +383.9% |
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