+670.1%
WING vs RRC
+6.3%
+663.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +32.3% | +25.2% | +7.1% | +29.8% |
| 3M | +50.2% | +27.8% | +22.3% | +47.0% |
| 6M | +31.7% | +27.2% | +4.4% | +28.8% |
| YTD | -29.6% | +48.2% | -77.8% | -32.2% |
| 1Y | -29.7% | +34.7% | -64.4% | -31.8% |
| 3Y | -19.8% | +62.2% | -82.0% | -24.0% |
| 5Y | +3.1% | +130.9% | -127.8% | -7.0% |
| 10Y | +682.9% | +73.4% | +609.5% | +578.7% |
| All | +670.1% | +6.3% | +663.8% | +613.5% |
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