-37.9%
ROL vs WING
-64.3%
+26.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.5% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -6.9% | -6.0% | -0.9% | -6.8% |
| 3M | -24.6% | -23.5% | -1.1% | -24.1% |
| 6M | -39.5% | -52.0% | +12.4% | -37.8% |
| YTD | -41.1% | -53.8% | +12.7% | -39.5% |
| 1Y | -37.9% | -63.8% | +25.9% | -37.4% |
| All | -37.9% | -64.3% | +26.4% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling