+30.1%
ROK vs WING
+0.4%
+29.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +7.1% | -2.5% | +9.6% | +7.4% |
| 30D | -5.0% | +29.5% | -34.5% | -9.3% |
| 3M | -9.4% | +40.2% | -49.6% | -15.2% |
| 6M | -11.0% | +32.7% | -43.7% | -16.5% |
| YTD | +4.4% | -32.8% | +37.2% | +9.3% |
| 1Y | +7.4% | -31.7% | +39.1% | +11.8% |
| 3Y | +61.0% | -24.7% | +85.7% | +51.2% |
| All | +30.1% | +0.4% | +29.7% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling