+25.0%
ROK vs WING
-23.2%
+48.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.9% |
| 7D | 0.0% | +21.0% | -20.9% | -1.8% |
| 30D | -2.5% | +56.9% | -59.4% | -6.9% |
| 3M | 0.0% | +38.4% | -38.4% | -3.5% |
| 6M | +11.6% | +12.0% | -0.4% | +10.2% |
| YTD | +15.2% | -29.2% | +44.4% | +21.0% |
| 1Y | +25.0% | -28.8% | +53.8% | +30.9% |
| All | +25.0% | -23.2% | +48.2% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling