+276.1%
ROL vs WING
+685.5%
-409.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.2% |
| 7D | +2.9% | +5.0% | -2.1% | +2.1% |
| 30D | +20.1% | +38.7% | -18.6% | +14.6% |
| 3M | +3.2% | +44.7% | -41.5% | -2.6% |
| 6M | -28.0% | +31.5% | -59.5% | -31.7% |
| YTD | -35.3% | -28.4% | -6.8% | -33.7% |
| 1Y | -33.6% | -28.2% | -5.5% | -32.2% |
| 3Y | +3.8% | -18.4% | +22.2% | -0.8% |
| 5Y | +14.4% | +5.2% | +9.1% | +0.5% |
| 10Y | +213.1% | +699.8% | -486.8% | +105.7% |
| All | +276.1% | +685.5% | -409.4% | +135.5% |
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