-0.5%
ROL vs WING
-34.0%
+33.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.4% | -3.9% | +2.4% | -1.0% |
| 30D | -4.1% | -11.6% | +7.5% | -2.8% |
| 3M | -22.5% | -24.2% | +1.7% | -20.2% |
| 6M | -37.7% | -54.1% | +16.4% | -31.7% |
| YTD | -39.6% | -53.9% | +14.3% | -34.3% |
| 1Y | -36.0% | -64.4% | +28.3% | -28.1% |
| 3Y | -5.1% | -30.2% | +25.1% | -11.3% |
| All | -0.5% | -34.0% | +33.5% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling