+559.3%
ROKU vs WING
+342.8%
+216.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.4% | -1.6% |
| 7D | -0.4% | +7.2% | -7.7% | -3.0% |
| 30D | +2.1% | +4.8% | -2.7% | -0.4% |
| 3M | +29.5% | -23.7% | +53.2% | +40.7% |
| 6M | +53.8% | -43.6% | +97.4% | +84.1% |
| YTD | +42.8% | -50.6% | +93.4% | +75.8% |
| 1Y | +60.7% | -57.0% | +117.8% | +105.5% |
| 3Y | +83.9% | -28.3% | +112.2% | +65.9% |
| 5Y | -52.8% | -32.4% | -20.4% | -60.4% |
| All | +559.3% | +342.8% | +216.5% | +168.1% |
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