+16.3%
ROL vs WING
+9.2%
+7.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.3% | +1.0% |
| 7D | +7.5% | +8.6% | -1.0% | +6.4% |
| 30D | +21.1% | +44.8% | -23.6% | +15.4% |
| 3M | +3.1% | +51.9% | -48.8% | -2.7% |
| 6M | -27.4% | +37.2% | -64.7% | -31.2% |
| YTD | -34.7% | -25.3% | -9.4% | -33.5% |
| 1Y | -32.9% | -25.1% | -7.8% | -31.9% |
| 3Y | +6.1% | -12.9% | +19.1% | -1.6% |
| 5Y | +16.3% | +12.0% | +4.3% | -1.9% |
| All | +16.3% | +9.2% | +7.2% | -1.9% |
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