-34.3%
WING vs RVTY
-32.1%
-2.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -6.0% | +10.8% | -16.9% | -9.6% |
| 3M | -23.5% | +26.8% | -50.3% | -29.9% |
| 6M | -52.0% | +39.3% | -91.3% | -57.8% |
| YTD | -53.8% | +31.6% | -85.4% | -58.7% |
| 1Y | -63.8% | +47.7% | -111.5% | -69.0% |
| 3Y | -30.8% | +19.9% | -50.7% | -39.5% |
| 5Y | -34.3% | -32.3% | -1.9% | -21.8% |
| All | -34.3% | -32.1% | -2.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling