+717.4%
WING vs RVTY
+217.5%
+499.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.6% | +4.8% | +7.1% |
| 7D | +8.6% | +6.0% | +2.5% | +6.1% |
| 30D | +44.8% | +4.3% | +40.5% | +42.0% |
| 3M | +51.9% | +40.2% | +11.7% | +32.0% |
| 6M | +37.2% | +59.3% | -22.1% | +13.2% |
| YTD | -25.3% | +66.5% | -91.8% | -40.0% |
| 1Y | -25.1% | +77.5% | -102.6% | -41.3% |
| 3Y | -12.9% | +92.5% | -105.4% | -37.9% |
| 5Y | +12.0% | -6.8% | +18.8% | +8.2% |
| 10Y | +716.5% | +225.4% | +491.1% | +352.8% |
| All | +717.4% | +217.5% | +499.9% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling