+404.4%
WING vs RVTY
+157.1%
+247.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.9% | +1.1% | -5.0% | -4.2% |
| 30D | -11.6% | +13.2% | -24.8% | -15.8% |
| 3M | -24.2% | +27.2% | -51.4% | -31.1% |
| 6M | -54.1% | +32.4% | -86.5% | -59.2% |
| YTD | -53.9% | +34.9% | -88.8% | -59.5% |
| 1Y | -64.4% | +52.4% | -116.7% | -70.1% |
| 3Y | -30.2% | +12.3% | -42.5% | -37.4% |
| 5Y | -34.1% | -30.8% | -3.3% | -27.9% |
| 10Y | +342.1% | +150.7% | +191.5% | +173.4% |
| All | +404.4% | +157.1% | +247.2% | +182.1% |
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