+82.9%
ROKU vs WING
-29.7%
+112.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.6% | +0.2% | -2.9% | -2.7% |
| 30D | +2.1% | -0.5% | +2.6% | +1.9% |
| 3M | +31.8% | -23.9% | +55.7% | +38.4% |
| 6M | +53.3% | -48.9% | +102.2% | +73.5% |
| YTD | +42.1% | -53.3% | +95.4% | +62.3% |
| 1Y | +62.3% | -60.3% | +122.6% | +91.3% |
| All | +82.9% | -29.7% | +112.7% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling