-34.5%
RBLX vs WING
+3.3%
-37.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.6% | -0.9% |
| 7D | +5.1% | +7.2% | -2.2% | +2.2% |
| 30D | +28.0% | +4.8% | +23.2% | +24.6% |
| 3M | +4.6% | -23.7% | +28.3% | +14.8% |
| 6M | -24.7% | -43.6% | +18.9% | -8.1% |
| YTD | -43.8% | -50.6% | +6.7% | -29.0% |
| 1Y | -65.8% | -57.0% | -8.8% | -54.7% |
| 3Y | +59.4% | -28.3% | +87.6% | +32.1% |
| 5Y | -48.2% | -32.4% | -15.8% | -63.6% |
| All | -34.5% | +3.3% | -37.8% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling