+341.2%
ROK vs WING
+379.2%
-38.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -5.4% | -0.5% | -5.0% | -5.7% |
| 3M | -4.0% | -23.9% | +19.9% | +0.4% |
| 6M | +13.3% | -48.9% | +62.2% | +26.8% |
| YTD | +9.3% | -53.3% | +62.7% | +23.4% |
| 1Y | +25.8% | -60.3% | +86.1% | +45.6% |
| 3Y | +49.1% | -30.1% | +79.2% | +43.5% |
| 5Y | +45.9% | -36.2% | +82.1% | +35.9% |
| All | +341.2% | +379.2% | -38.0% | +156.4% |
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