+404.4%
WING vs RRC
-14.1%
+418.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -3.9% | +1.3% | -5.2% | -3.9% |
| 30D | -11.6% | +10.1% | -21.7% | -12.2% |
| 3M | -24.2% | +4.0% | -28.2% | -24.5% |
| 6M | -54.1% | +1.6% | -55.7% | -54.2% |
| YTD | -53.9% | +19.7% | -73.6% | -54.7% |
| 1Y | -64.4% | +21.4% | -85.8% | -65.1% |
| 3Y | -30.2% | +29.7% | -59.9% | -32.6% |
| 5Y | -34.1% | +153.9% | -188.0% | -41.1% |
| 10Y | +342.1% | +10.8% | +331.3% | +299.2% |
| All | +404.4% | -14.1% | +418.5% | +376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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