+4.6%
ROL vs WING
-28.1%
+32.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.4% | -3.9% | +2.4% | -1.2% |
| 30D | -4.1% | -11.6% | +7.5% | -3.4% |
| 3M | -22.5% | -24.2% | +1.7% | -21.2% |
| 6M | -37.7% | -54.1% | +16.4% | -34.3% |
| YTD | -39.6% | -53.9% | +14.3% | -36.6% |
| 1Y | -36.0% | -64.4% | +28.3% | -31.5% |
| All | +4.6% | -28.1% | +32.7% | -1.4% |
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 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