+46.4%
ROK vs WING
-35.4%
+81.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -2.4% | -6.0% | +3.6% | -1.7% |
| 3M | -4.7% | -23.5% | +18.8% | -0.9% |
| 6M | +16.8% | -52.0% | +68.7% | +30.8% |
| YTD | +11.4% | -53.8% | +65.2% | +24.7% |
| 1Y | +26.2% | -63.8% | +90.0% | +46.8% |
| 3Y | +51.9% | -30.8% | +82.6% | +42.6% |
| 5Y | +46.4% | -34.3% | +80.7% | +23.2% |
| All | +46.4% | -35.4% | +81.8% | +23.2% |
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