+327.7%
ROK vs WING
+405.9%
-78.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.7% | -3.9% | +4.5% | +1.4% |
| 30D | -3.3% | -11.6% | +8.3% | -1.4% |
| 3M | -5.9% | -24.2% | +18.3% | -1.6% |
| 6M | +13.9% | -54.1% | +67.9% | +29.7% |
| YTD | +12.6% | -53.9% | +66.5% | +27.1% |
| 1Y | +28.6% | -64.4% | +92.9% | +51.4% |
| 3Y | +45.1% | -30.2% | +75.3% | +40.4% |
| 5Y | +45.6% | -34.1% | +79.7% | +35.8% |
| 10Y | +345.0% | +342.1% | +2.9% | +172.1% |
| All | +327.7% | +405.9% | -78.2% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling