+561.0%
ROKU vs WING
+313.9%
+247.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +1.5% | -6.0% | +7.5% | +3.0% |
| 3M | +25.7% | -23.5% | +49.2% | +36.4% |
| 6M | +54.5% | -52.0% | +106.4% | +96.5% |
| YTD | +43.2% | -53.8% | +97.0% | +80.8% |
| 1Y | +56.3% | -63.8% | +120.1% | +113.9% |
| 3Y | +86.1% | -30.8% | +116.9% | +69.7% |
| 5Y | -53.6% | -34.3% | -19.3% | -60.8% |
| All | +561.0% | +313.9% | +247.2% | +175.8% |
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